1. Air Rotates Because of a wind shear.
The column of air begins to rotate one way the rotation appears to happen is when winds at two different altitudes blow at two different speeds creating wind shear. For example, a wind at 1000 feet above the surface might blow at 5mph and a wind at 5000 feet might blow at 25mph. This causes a horizontal rotating column

2. Faster Spin Makes a Funnel Cloud.
If this column gets caught in a supercell updraft, the updraft tightens the spin and it speeds up. A funnel cloud is created.

3. The Funnel Rotates and Touches Down.
The rain and hail in the thunderstorm cause the funnel to touch down creating a tornado.

If your at school go close to a wall and put your hands on top of your head or go in a stall in the bath room. If your at home go in a crawl space or a small sturdy area.

The tornado scale is called the Fujita scale after its inventor Tetsuya Fujita.

These are the states that are in tornado alley
And the tornadoes they have seen

Florida: 12.2
Kansas: 11.7
Maryland: 9.9
South Carolina: 9
Illinois: 9.7
Mississippi: 9.2
Iowa: 9.1
Oklahoma: 9
Alabama: 8.6
Louisiana: 8.5
Arkansas: 7.5
Nebraska: 7.4
Missouri: 6.5
North Carolina: 6.4
Tennessee: 6.2
Texas: 5.9
Minnesota: 5.7

Water spouts are weak tornadoes over water they don't cause much damage but sometimes they travel onto land and become a tornado. They usually Disintegrate over land once they touch it.

Dust devils are made of loose dry soil, and rocks. They form on hot dry days, and don't do much damage.

Fun fact: Famous storm chaser Warren Fadley rode into one of these when he was a child