Uh...well it starts when strong warm updrafts from the ground are being vacuumed up into a developed storm clouds with heavy wind shear. To put it in simple terms, if the wind shear is turned at a perpendicular angle by the strong updrafts, it will create the mesocyclone which includes the rotating cloud base and could spawn a tornado if the storm has enough energy to sustain its lifetime. The rotating wind shear can then wreak havoc on the ground and gains color from the debris it picks up. If this storm would happen in or near Chicago or New York...well?