JPA would be unusable without Lazy Loading, which is a feature allowing fetching of correlated entities from the database when they are referenced for the first time, rather than immediately when you perform the database query. Imagine that you cannot use Lazy Loading ... One query for the single result can return the whole database in this case, if you are lucky enough ;)
Each time when you use @OneToMany or @ManyToMany annotations, Lazy Loading is active by default, without any effort. For all other types of associations you may control it, using fetch attribute of annotation defining the association.
Sounds wonderful, isn't it? Everything is done automagically without my intervention, required entities are fetched from the database when they are needed, the world is beautiful and free of violence ... Well, not quite, my dear Watson ...