As the planets drew material from the solar cloud, bits of heavy rock accumulated inside the forming planet, as shown in figure A.

Once the planet finished forming, these heavy bits of rock fell into the middle of the planet, as illustrated in figure B.

As shown in the picture, the gas part of the planet is much bigger than the rocky part. Saturn drew a large amount of gas to itself from the nebula because of where Saturn was in the original cloud.

Eventually, the heavy, rocky material at the center became a core, as illustrated in figure C.

Leftover heat from this process of Saturn's forming may still influence the motions in Saturn's atmosphere.