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Lots of different things come out of a volcano when it erupts depending on what kind of eruption it is. If it is a shield volcano like we have here in Hawai'i, then there is usually a fountain of molten lava that reaches anywhere from 10 to 500 meters into the air. This fountain builds a spatter cone or cinder cone around the vent. Meanwhile, if enough lava is falling from the fountain, a lava flow can develop. If the amount of lava feeding the flow is high, then the flow will move rapidly downhill away from the vent. Rapid-moving flows continually disrupt their surfaces and are constantly exposing more red-hot lava to the atmosphere. This means that the flow is losing a lot of heat and consequently its viscosity increases. As the lava continues to flow rapidly, but now with a high viscosity it starts to get torn into jagged pieces rather than flow nicely. This is how an 'a'a flow develops.
In some eruptions there is almost no fountaining and the lava just flows slowly away from the vent. In these cases the surface of the lava is not disrupted and can solidify even while the inside is still molten. This is how pahoehoe flow move. If these pahoehoe flows go on long enough then lava tubes can develop within the flow. These lava tubes allow lava to reach the flow front from the vent without losing much heat so it is still pretty fluid even 10's of kilometers from the vent.
At more explosive volcanoes eruptions are very different. The main difference is that the viscosity of the magma (how fluid or how pasty it is) is much higher. This really viscous magma acts as an effective plug on the vent and allows gas pressures to build to very high. Eventually the gas pressure is higher than even the viscous lava can stand, and an explosive eruption occurs. These explosions remove the cap of viscous lava that was plugging the vent so that the pressure is now lower. With the new low pressure, more gas bubbles can expand and push more lava out of the vent, and on and on and on. Once one of these explosive eruptions starts it pretty much continues until the available magma is used up. These big explosions reach 10's of km into the atmosphere sometimes, and spread fine ash over huge areas.
Sometimes instead of going up, the hot mixture of gas and ash flows out of the vent and hugs the ground. These fast-moving hot mixtures are called pyroclastic flows and they are very dangerous. Because they are mostly gas, they can move quickly, up to 200 km/hour. They are sometimes up to 600 degrees centigrade. With this combination of speed and heat they are the most dangerous phenomenon that a volcano can produce. They may leave only a thin layer of ash after they pass through, but for those few moments while the pyroclastic flow is passing through nothing can live. Pyroclastic flows killed about 25,000 people in the town of St. Pierre in 1902 and prompted Thomas A. Jaggar to dedicate his life to studying volcanoes. He went on to found the Hawaiian Volcano Observatory!