A tornado is a violent, dangerous, rotating column of air that is in contact with both the surface of the earth and a cumulonimbus cloud or, in rare cases, the base of a cumulus cloud. They are often referred to as a twister or a cyclone, although the word cyclone is used in meteorology in a narrower sense, only to name hurricanes or typhoons. Tornadoes come in many shapes and sizes, but are typically in the form of a visible condensation funnel, whose narrow end touches the earth and is often encircled by a cloud of debris and dust. Most tornadoes have wind speeds less than 110 miles per hour (177 km/h), are approximately 250 feet (80 m) across, and travel a few miles (several kilometers) before dissipating. The most extreme can attain wind speeds of more than 300 mph (480 km/h), stretch more than two miles (3 km) across, and stay on the ground for dozens of miles (more than 100 km).
For what to do before, during, and after a tornado, see FEMA website.
Source: Wikipedia.org: text and picture.