If you are referring to a tornado, which is a funnel shaped mass of spinning debris, "then the term comes from the Spanish word tornado. It is the past participle of the Spanish verb tornar, which means to turn. It also stems from the word tornada, meaning thunderstorm." (weather.com)
If you are referring to the practice of naming hurricanes and/or tropical storms, which originate in the ocean, then the National Weather Bureau compiles a list of names to use for that particular year. If it is a bad hurricane that does a lot of damage, like Hugo, Katrina, and Andrew, then those names are retired and not used again.