When the cosmos was very young and very hot, particles were whizzing around at high speeds and slamming into each other, creating other subatomic particles in the process.
At high speed in slippery bends they provide only a few square centimetres of contact with the road, yet they help a driver steer safely around the corner.
When all these things are in place, a vortex can develop enclosed by the storm, and forming a wide, tall tube of spinning air that then gets pulled upwards.
But when you spin it around really fast for a couple minutes, the centrifugal force pushes all the heaviest particles to the outside and they displace the less dense particles towards the middle.
Technically, a tornado is just a violent, rotating column of air coming out of the bottom of a thunderstorm, but it takes a lot to get that violently rotating column to come out.