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Fog and Mist
Mist is just like clouds, made of billions of tiny water droplets floating on the air and flog is the same but close to the ground.
Meteorologists say that fog is a mist that reduces visibility to less than 1 km and there are mainly 4 kinds: radiation fog (cold, clear, calm nights), advection fog (warm, moist air flows over cold surface), frontal fog (along fronts) and upslope fog (warm, moist air rises up a mountain and cools).
There is also sea fog which is a variation of advection that forms as warm air that flows out over cool coastal waters and lakes.
Since it is part of all big cities, smog is also a mist, it is actually a fog combined with polluted air and you don't want to be breathing that.