This is related to the thread safety feature. Rails can now manage a pool of thread-safe database connections to certain databases (MySQL included). Threads can grab any one of these already open connections, make queries and return them to the pool. This is an effort to make large numbers of concurrent database queries possible and fast.
This feature is enabled by default, managing a small pool of database connections. Even if you're not using the threaded features, this should make requests a little bit faster. If you want to control the size of the connection pool, add a pool key to the appropriate sections of your database.yml file. For example, your production database configuration might look something like this.