Sea smoke

Sea smoke, frost smoke, or steam fog, is fog which is formed when very cold air moves over warmer water. Arctic sea smoke is sea smoke forming over small patches of open water in sea ice.
It forms when a light wind of very cold air mixes with a shallow layer of saturated warm air immediately above the warmer water. The warmer air is cooled beyond the dew point and can no longer hold as much water vapor, so the excess condenses out. The effect is similar to the "steam" produced over a hot bath or a hot drink, or even an exercising person.