See section 5.4 and 15.18 of the Java Language specification:
String conversion applies only to the operands of the binary + operator when one of the arguments is a String. In this single special case, the other argument to the + is converted to a String, and a new String which is the concatenation of the two strings is the result of the +. String conversion is specified in detail within the description of the string concatenation + operator.
and
If only one operand expression is of type String, then string conversion is performed on the other operand to produce a string at run time. The result is a reference to a String object (newly created, unless the expression is a compile-time constant expression (ยง15.28))that is the concatenation of the two operand strings. The characters of the left-hand operand precede the characters of the right-hand operand in the newly created string. If an operand of type String is null, then the string "null" is used instead of that operand.