Trip from New Delhi to Dusseldorf via Munich: Where will I pass through Immigration?

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I will be traveling from New Delhi (India) to Dusseldorf (Germany), with a layover in Munich (Germany), flying on Lufthansa.
Will immigration happen at Munich or Dusseldorf?
Would a layover of 2 hours in Munich be enough to require a change of planes?
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Delhi to Munich (Germany)! traveling a Indian student to Germany by turkish airlines! EFLU to SDI
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Images: Uriel Mont, Julia Volk, Furknsaglam, Brian James