The intrinsic magnetic state (ferromagnetic or antiferromagnetic) of ultra-thin LaMnO$_3$ films on the mostly used SrTiO$_3$ substrate is a long-existing question under debate. Either strain effect or non-stoichiometry was argued to be responsible for the experimental ferromagnetism. In a recent experiment [Science textbf{349}, 716 (2015)], one more mechanism, namely the self-doping due to polar discontinuity, was argued to be the driving force of ferromagnetism beyond the critical thickness. Here systematic first-principles calculations have been performed to check these mechanisms in ultra-thin LaMnO$_3$ films as well as superlattices. Starting from the very precise descriptions of both LaMnO$_3$ and SrTiO$_3$, it is found that the compressive strain is the dominant force for the appearance of ferromagnetism, while the open surface with oxygen vacancies leads to the suppression of ferromagnetism. Within LaMnO$_3$ layers, the charge reconstructions involve many competitive factors and certainly go beyond the intuitive polar catastrophe model established for LaAlO$_3$/SrTiO$_3$ heterostructures. Our study not only explains the long-term puzzle regarding the magnetism of ultra-thin LaMnO$_3$ films, but also shed light on how to overcome the notorious magnetic dead layer in ultra-thin manganites.