Mist forms when water droplets in the air cool suddenly. These droplets, which were a gas at a higher temperature, suddenly become visible when cooled. Very similar to fog, this often occurs when air seated over warm water comes into contact with cool, dry land.
The chemical process involved in the change from droplets to mist or fog is known as dispersion. Another example of mist is easily noticed when a person exhales a large breath of his body's warm air into a colder temperature. The cloud that is visible after exhalation is mist. Another common example of mist is placing room-temperature water or cold water into a heated sauna.
Mist also has other causes, such as volcanic activity. Hot water vapor mixed with lava is often thrust into the Earth's atmosphere. When this hot air comes into contact with the colder air outside the volcano, it creates mist. When mist is formed in temperatures below 32 degrees Fahrenheit, freezing mist or fog is formed.
Some areas in the world have misty conditions most of the time. An example of this is in Scotland. Because of the nearly constant drizzle of rain in warm air, mist often hangs in the air, referred to as "Scotch mist."