Cyndi Lauper and Harvey Fierstein headed underground to see a series of splashy subway ads for their Broadway show “Kinky Boots,” and got some unexpected reactions from the 42nd Street crowd. “One woman rushed up to Cyndi and was pushed back by a photographer,” said a spy, “but the lady yelled out, ‘I am not going anywhere! I lost my virginity to this woman’s music!’ ” No word on whether she meant “Girls Just Want To Have Fun,” “She Bop” or, perhaps, “Time After Time.”