A tornado forms from a huge thunderstorm, and it's an intense problem to everything in its path.
When warm, humid air rises inside a thundercloud, it can cause spinning air currents. Although these spinning currents start out horizontal, they can turn vertical and drop down from the cloud--becoming a tornado.
The wind in a tornado almost always spins counterclockwise north of the equator and clockwise south of the equator; they can also spin anticyclonically, which is clockwise in the northern hemisphere and counterclockwise in the southern hemisphere. This rotation is caused by the Coriolis effect, which deflects circulating air at an angle.
Despite the dominance of this effect, it's not completely understood how this happens. Most of the time, scientists think that it's because a thunderstorm's winds are embedded within a larger weather system.
These systems can change the shear in a thunderstorm's wind as it ascends through the atmosphere, and that changes how fast and how strong those winds are. The change in shear, along with the storm's temperature and pressure, causes those winds to change direction--this is known as "wind sheer."
Some of the air that a thunderstorm's rising winds are affected by moves upward into an area called a mesocyclone. When this mesocyclone becomes stronger and reaches a certain altitude, it will intensify the spin in the air parcels in the middle of the mesocyclone.
A lot of what makes a tornado form comes from the swirling of these air parcels, which are intense at a certain altitude. The air at that altitude is usually just a few degrees colder than the surrounding environment, and it has strong suction from above (as a result of the combination of the cooler air and the strong upward accelerations). These conditions, combined with the upward accelerations and convergence near the ground, can intensify the tilting of streamwise vorticity in these parcels into a vertical rotation that develops next to the ground as a tornado.