There are a lot of rumors and misinformation floating around regarding these things.

Here is a pretty in depth description of how a Tesla coil works from wikipedia:

Modern high-voltage enthusiasts usually build Tesla coils similar to some of Tesla’s “later” 2-coil air-core designs. These typically consist of a primary tank circuit, a series LC (inductance–capacitance) circuit composed of a high-voltage capacitor, spark gap and primary coil, and the secondary LC circuit, a series-resonant circuit consisting of the secondary coil plus a terminal capacitance or “top load”. In Tesla’s more advanced (magnifier) design, a third coil is added. The secondary LC circuit is composed of a tightly coupled air-core transformer secondary coil driving the bottom of a separate third coil helical resonator. Modern 2-coil systems use a single secondary coil. The top of the secondary is then connected to a topload terminal, which forms one ‘plate’ of a capacitor, the other ‘plate’ being the earth (or “ground“). The primary LC circuit is tuned so that it resonates at the same frequency as the secondary LC circuit. The primary and secondary coils are magnetically coupled, creating a dual-tuned resonant air-core transformer. Earlier oil-insulated Tesla coils needed large and long insulators at their high-voltage terminals to prevent discharge in air. Later Tesla coils spread their electric fields over larger distances to prevent high electrical stresses in the first place, thereby allowing operation in free air. Most modern Tesla coils also use toroid-shaped output terminals. These are often fabricated from spun metal or flexible aluminum ducting. The toroidal shape helps to control the high electrical field near the top of the secondary by directing sparks outward and away from the primary and secondary windings.

A bit technical but solid explanation of the basics.

We hope you enjoy the video and do not try this without the supervision of a professional!