Your camera doesn't know what the image should look like, but can make some informed guesses. Primarily, it tries to make the scene some average amount of bright (18%) so if you have a lot of dark areas then it tries to brighten it up (or if you have a lot of bright, it'll darken it).
So the curtains that you probably don't care about, the camera doesn't know that you don't care and wants them to be bright, which then caused the overexposure on the people and the blurriness (due to long shutter speed).
Not that I do concert photography, but my typical SOP is to use aperture priority (or the meter in manual mode, it's the same thing if you think about it) to get my shutter speed close, then adjust it from there until I get what I like.
The issue you'll have is if the lights are constantly changing then it'll be hard to find just one shutter speed that works. What you may need to do is research the different metering modes and controls of your camera (spot metering may work, but what happens if you focus and recompose, does that influence your meter and so you need to do some kind of exposure lock?) so that the aperture priority works correctly.