What is lazy minting and how does lazy minting work? Does open-sea support lazy minting nft?

The basic premise of lazy minting is that instead of creating an NFT directly by calling a contract function, the NFT creator prepares a cryptographic signature of some data using their Ethereum account's private key. And 

Yes, Both normal minting and lazy minting are supported by Opensea, so not all NFTs are lazy minted

visit this doc for in-depth info: https://nftschool.dev/tutorial/lazy-minting/#how-it-works