Commonly, volcanoes form at points where the Earth's crust is thinnest. This is normally near fault lines, but has been known to occur in the middle of tectonic plates or even in subduction zones, where one plate is pushing another plate down under it.
Volcanoes begin as vents on the ocean floor or geothermal hot spots on the Earth's surface. Hawaii's volcanic activity is one example of molten rock finding its way to the surface through vents in the ocean floor. Meanwhile, Mount St. Helens is an example of a subduction zone volcano. In both instances, magma has pushed its way up from the mantle and into the upper crust. With vent formations, lava builds up over time, layering on top of itself, and eventually a mountainous formation develops. With subduction zone volcanoes, the mountain forms first, with molten rock pushing up through thin layers of crust. This was part of why the eruption of Mount St. Helens was so dangerous, as the pressure of the heated magma built up over time and caused the top portion of the mountain to be blasted away. Of course, every volcanic eruption is dangerous, though the characteristic lava eruptions make much slower progress than the energetic activity found in previously dormant volcanoes.