Aside from the hallmark molten rock, lava, which comes with volcanic eruptions, ash, gasses smoke and sometimes water and rocks all spew from the crater of a volcano. The ash clouds from a volcano have been known to be so dense that they can blot out the sun for days for whole portions of the world. The gasses that come from a volcano are often toxic, but they are quickly dissipated into the atmosphere. Sometimes the force of the eruption throws rocks from the crater or water from a geyser.
The lava comes from a lava chamber deep under the surface of the volcano. These are places in the earth's mantle where the pressure from the surrounding earth is so intense that it literally melts the materials that make up the mantle (mostly iron). This pressure usually comes from two tectonic plates pushing against one another until the pressure becomes so great that the volcano erupts. Pressure is related to temperature by Boyle's Law, which states that higher pressure means higher temperature. This is how rocks reach such a high temperature under the earth.
After an eruption, lava on the surface cools to form igneous rock. This type of rock is often used in gardens (the little rocks with holes in them, which come from air bubbles being trapped in the rock.) The heat from the lava on the face of the volcano also turns sedimentary rock into metamorphic rock. Volcanoes often reshape the landscape. For example, the Hawaiian islands were created by erupting volcanoes.
One of several things may happen to the lava chamber underground. First, it may begin to refill with lava from the surrounding rock as the tectonic plates push together or even from an even deeper lava chamber. It may fill with water under some circumstances, creating a new geyser or underground hot-spring. It may actually collapse if the pressure on the fault has been relieved. However, usually the volcano enters a dormant state while the lava rebuilds and the pressure grows again.