Crumple the paper into a ball to create a wrinkle effect. Return the paper to a flattened position without smoothing the edges to remove the wrinkles. The wrinkles create a realistic-looking exterior.
Shade one side of the paper with a No. 2 pencil. Use a light shading and cover the entire paper to build the gray color.
Hold one corner of the paper and roll the corner until the paper assumes a conical shape. Apply a thin bead of craft glue to the inside of the exposed edge to hold the shape. Wait five minutes for the glue to dry.
Manipulate the conical paper to refine the tornado shape. Pinch the bottom of the cone to create a tip. Trim the top with scissors to remove any pieces inconsistent with the real tornado shape.
Glue the base of the cone to a piece of wood, cardboard or the inside of a diorama to hold the tornado upright.