Joplin native here. The previous posts are pretty accurate. There will not be a time you will be surprised by a storm that has possible tornadic activity. Even for the big tornado in 2011, we had several days notice that a big storm was coming and it had a high likely hood of dangerous weather. Basically, watch the weather or sign up for updates from some weather service. In addition, there are sirens that go off in the case of tornadic activity prompting us to take shelter. The sirens are tested every Wednesday at 10 am, so you will know what they sound like.
As far as how damaging they are, the 2011 tornado was a freak storm that almost prompted a new EF rating above the current max of EF-5. Most tornadoes are EF1 or EF2, with very little damage outside of some shingles torn off roofs and an occasional tree down. We get one stronger than that maybe once every 10-15 years. The 2011 one was a once-in-a-century tornado, and we are at a low probability of having another any time in the near future.
If it makes you feel any better, I was in my house when it was hit by the 2011 tornado and I still feel perfectly safe living here. Don't stress about it.