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Mist is a phenomenon caused by small droplets of water suspended in air. Physically it is one instance of a dispersion. It is most commonly seen where warm, moist air meets sudden cooling, such as in exhaled air in the winter, or when throwing water onto the hot stove of a sauna. It is often created artificially with aerosol canisters if the humidity and temperature conditions are right. It can also occur as part of natural weather, when humid air cools rapidly, for example when the air comes into contact with surfaces that are much cooler than the air.
The formation of mist, as of other suspensions, is greatly aided by the presence of nucleation sites on which the suspended water phase can congeal. Thus even such unusual sources as small particulates from volcanic eruptions, releases of strongly polar gases, and even the magnetospheric ions associated with polar lights can in right conditions trigger the formation of mist.
The only difference between mist and fog is visibility. The phenomenon is called fog, if the visibility is one kilometre (1,100 yards) or less (in the UK for driving purposes the definition of fog is visibility less than 100 metres (UK Highway Code rule 226), for pilots the distance is 1 kilometre). Otherwise it is known as mist.
"Scotch mist" is a light steady drizzle.
Mist usually occurs near the shores, and is often associated with fog. Mist can be as high as mountain tops when extreme temperatures are low.
Freezing mist is similar to freezing fog, only the density is less and the visibility greater. (When fog falls below 0 degrees Celsius in temperature it is known as freezing fog.) 
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- "Driving in adverse weather conditions (226 to 237)". www.gov.uk.
- "WHAT IS DIFFERENCE BETWEEN ICE FOG AND FREEZING FOG?". theweatherprediction.com.