So a tornado can be created when you have a bunch of hot air low to the ground and cold air up above it. The hot air wants to rise, and the cold air wants to fall, so they press against each other and create a strong crosswind(sideways wind).
Sometimes you get an area where the hot air pushes up into the cold air and the cold air pushes down through the middle of the hot air, creating a funnel shape with hot air on the outside and cold air on the inside.
This, combined with the crosswind, creates a swirling funnel that moves as the area drifts around in the sky, and anything under it gets pulled up along with all the hot air, but also swirls around sideways because of the crosswind.
Most tornadoes are a product of a kind of rotating thunderstorm called a supercell. This rotation develops due to a condition called wind shear, where wind in the upper levels of the atmosphere travel faster and in a different direction from wind near the ground. Quite often, before a tornado forms, a downdraft near the back of the storm wraps around an area of rotation in the storm called a mesocyclone. This brings the rotation of the mesocyclone down to the ground and causes it to narrow. Narrowing the rotation also causes it to spin faster, just as an ice skater spins faster when she pulls in her arms.
Some more recent studies suggest that little whirls of air that develop near the ground also play a role in tornado formation.
As to why tornadoes often appear narrower near the ground then at the top, you have to consider what makes a tornado visible in the first place. Pressure inside a tornado is low compared to the air around it. This means that air that gets pulled into a tornado is decompressed. Decompressing a gas cools it. When the air flowing into a tornado cools by decompression, moisture in it can condense and form a cloud. As the air flows up, it goes into an environment where pressure is even lower, causing it to cool more and causing the cloud to get wider. Keep in mind that the tornado is defined by the rapidly rotating wind, not the funnel. Destructive winds from a tornado can occur outside the visible funnel.
Debris does get flung out words from tornadoes, but they rather easily pick things up because air is moving upward rapidly.
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