Ba3Mn2O8 is a spin-dimer compound based on pairs of S=1, 3d^2, Mn^{5+} ions arranged on a triangular lattice. Antiferromagnetic intradimer exchange leads to a singlet ground state in zero-field. Here we present the first results of thermodynamic measurements for single crystals probing the high-field ordered states of this material associated with closing the spin gap to the excited triplet states. Specific heat, magnetocaloric effect, and torque magnetometry measurements were performed in magnetic fields up to 32 T and temperatures down to 20 mK. For fields above H_{c1} ~ 8.7 T, these measurements reveal a single magnetic phase for H parallel to c, but two distinct phases (approximately symmetric about the center of the phase diagram) for H perpendicular to c. Analysis of the simplest possible spin Hamiltonian describing this system yields candidates for these ordered states corresponding to a simple spiral structure for H parallel to c, and to two distinct modulated phases for H perpendicular to c. Both single-ion anisotropy and geometric frustration play crucial roles in defining the phase diagram.