There's a very general definition of "cone" which is the following.
Let $\cal C$ be a (closed, regular) curve in $\Bbb R^3$ and let $P$ a point not in $\cal C$. Then the cone through $\cal C$ with vertex $P$ is the ruled surface made of all lines $QP$ as $Q$ varies in $\cal C$.
When $\cal C$ is a circle with center $C$ and $P$ is chosen so that $PC$ is orthogonal to the plane containing $\cal C$ you get what you call "double cone".
You really need double cones if you want your section to be an hyperbola, which is made of two disconnected parts, lying on different "parts" of the double cone.
General cones are a basic example of flat surfaces (they can be flattened out isometrically on a plane).
Also note that if you let $P$ move far away from $\cal C$ the lines $QP$ tend to become parallel and will if you let $P$ "go to infinity". In this sense cylinders are degenerate cones (the vertex of a cylinder being "at infinity")