Typically, when one page is being loaded(when url changes), the first request is the document, but I didn’t see document request when click link in gplus, and the url in the address bar sure changed!As you see in the picture bellow.
The first several requests are for scripts and others are all images.I’m quite confused, if they are using scripts to load contents why the url is changing? And if they change the location why is there no request for the page and the animations seem so smooth when redirects to another page.

Because they are using pushState 😉 It allows you to add some URLs (for the same domain, of course) in the history, via JavaScript.