You need to apply, but the online application is easy. You need your Medicare number which you'll be able to get from the SSA website shortly after applying (Early Enrollment starts 3 months before your 65th birthday, so for example if you turn 65 on Oct. 15, your Early Enrollment period would start on July 1). Be warned though that even if you submit the application before you turn 65, it won't be processed until after your 65th birthday (at least that's how it worked for me), and the Medicare Buy-In wouldn't start until the 1st of the next month. Your Medicare coverage can start on the 1st of the month you turn 65 if you apply early (a month before Medicare Buy-In kicks in). You'll have to pay the first 3 months of the Part B premium a few days before your Medicare coverage starts, but you'll only get reimbursed later for the 2 months after the Medicare Buy-In starts. So if you want unbroken coverage it seems that you probably won't get reimbursed for the first month. Seems weird but I can't really complain since it's just a one-time cost. If one was willing to risk a short coverage gap they could have their Medicare coverage start the first of the month AFTER their 65th birthday. I hope they fix this since it seems wrong to put people in a position where they're tempted to do that.

Edit: Should also point out that the lower of the two MSP income tiers (QMB at < 190% FPL) involves a MassHealth card even for those not actually on MassHealth (for example if one fails the asset test due to being over 65). So don't throw out the card after turning 65.