Where are you changing planes? If your stop is in Mexico, you will go through immigration and show your passport. If the stop is in the US, you'll just go to your next gate.
As for how early you have to be at the airport, that depends on which airport, what time your flight leaves, and whether you're connecting in Mexico or the US. You're supposed to be there earlier for international flights. If you're flying from one of the larger airports, it can take more time to check in, get through security and get to your gate. My airport doesn't open until 5 am, so even for a 6:00 flight, it doesn't do any good to get there earlier than 5.