Most damaging tornadoes come from supercell thunderstorms, which have a rotating updraft called a mesocyclone. Wind shear helps get that rotation started, and then rising air stretches the spin tighter until a funnel can reach the ground.
The hard part is that meteorologists do not fully understand every step of tornado formation yet. That is why some storms with strong rotation never produce a tornado, and why a visible condensation funnel is not the only sign of danger. A tornado is really a violently rotating column of air that is in contact with the ground.
The visible cone is only part of the story. A condensation funnel is made of water droplets, but dust and debris beneath it can confirm the tornado even when the funnel is thin or partly hidden by rain. That is one reason tornadic storms are so dangerous: the damaging winds can be on the ground before the cone looks obvious to the eye.
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