Suppose I've got very big collection and I select it by
MongoCursor<MyClass> answer = myCollection.find().as(MyClass.class);  
Will Jongo/Mongo load whole collection at the first call or incrementally load data while I will iterate over answer?
Suppose I've got very big collection and I select it by
MongoCursor<MyClass> answer = myCollection.find().as(MyClass.class);  
Will Jongo/Mongo load whole collection at the first call or incrementally load data while I will iterate over answer?
Jongo's MongoCursor uses Mongo's regular DBCursor under the hood. The DBCursor loads elements lazily (as typically all cursors do). I.e., your whole collection will not be loaded into memory, it will be lazily loaded while you iterate through your cursor.
Relevant source from Jongo where cursor is a DBCursor.
public E next() {
    if (!hasNext())
        throw new NoSuchElementException();
    DBObject dbObject = cursor.next();
    return resultHandler.map(dbObject);
}