To clarify certain nonlinear properties of strong gravitational field, we investigate cylindrically symmetric gravitational waves that are localized as regular wave packets in the space of radial and time coordinates. The waves are constructed by applying a certain kind of harmonic mapping method to the seed solutions with linear polarization, which are generalizations of the solution representing a cylindrical gravitational pulse wave discussed by Weber-Wheeler and Bonnor. The solutions obtained here, though their form is rather simple, show occurrence of strong mutual conversion between a linear mode and a cross mode apparently. The single localized wave shows the conversion in the vicinity of the symmetric axis where the self-interaction is strengthened, and the collision between multiple waves also causes the conversion. These phenomena can be thought to be the emergence of genuine nonlinearity that the Einstein gravity holds. Finally we discuss a simple, but interesting application of the solutions to the case of the Einstein-Maxwell system.