On Database Mirroring

In Database Mirroring, when automatic failover happens through Witness Server, User connection would be automatically re-directed to Mirror Server (from Principal Server which is Live for applications).

At Application level, does the connection changes automatically to Mirror Server or we need to change that at connection string?

As far as I know, the database driver and connection string is what matters. If using the proper database driver plus the proper connection string parameters (believe it's called Failover Partner), it will redirect to the other server.