You can also view previously answered questions in the HSW Question Archive .
Cotton candy is nothing but pure sugar.
This page has a really nice picture. You pour sugar into the center of the head. The head contains the heater to melt the sugar and make it liquid. Then, by spinning the head, the cotton candy machine forces the liquid sugar out through tiny holes in the head. The instant the thin threads of sugar hit the air they cool and re-solidify, so in the bowl of the machine a web of sugar threads develops.