Natural geysers are hot springs that intermittently throw up a jet of hot water, stream, etc. The earth's crust has cracks and vents. Water occupies these and gets heated due to geothermal energy.
Due to heating, water turns into steam and pressure increases. In this case, if the opening of the vent/ crack is narrow, it erupts like a volcano, otherwise it flows like a stream. The 'Old Faithful' geyser at Yellowstone National Park in the US is one of the most famous.