public class Gig
{
    public int Id { get; set; }
    public string Name { get; set; }
    public string ArtistId { get; set; }
    public string Venue { get; set; }
    public DateTime DateTime { get; set; }
    public int GenreId { get; set; }
    public bool IsCanceled { get; set; }

    // Navigation property here
    public virtual Genre Genre { get; set; }
    public virtual ApplicationUser Artist { get; set; }
}

public class Genre
{
    public int Id { get; set; }
    public string Name { get; set; }
}

public class ApplicationUser : IdentityUser
{
    public string Name { get; set; }
}

var gigs = db.Gigs
    // Iam eager loading property here
    .Include(g => g.Artist)
    .Include(g => g.Genre)
    .Where(g => g.DateTime > DateTime.Now && !g.IsCanceled)
    .GroupBy(x=>x.DateTime.Month).OrderBy(x=>x.Key);

var gigs = db.Gigs
     //I can get Artist and Genre data
    .Include(g => g.Artist)
    .Include(g => g.Genre)
    .Where(g => g.DateTime > DateTime.Now && !g.IsCanceled)