Water that has been heated to the point that it transforms into its gas form is simply known as water vapor, or sometimes simply as vapor. Water vapor, in its own pure form, is invisible, unlike the water and its solid form, ice.
Perhaps the most iconic and common instance of water vapor is the clouds that appear in Earth's atmosphere. They are the result of water that has evaporated from the bodies of water on Earth's surface, and are also the source of rain, which forms when the vapor cools and returns to its liquid state. By these qualities, it is evidenced that water vapor is less dense than both liquid water and air.