The Mist has the ability to corrode/eat through almost any solid material and create a blanket of fog for cover. The true form of The Mist is a woman in a meditative stance. It should be noted that The Mist's abilities did not affect Yukito when he rushed into the mist to help Touya, most likely due to the fact that Mist is under Yue's jurisdiction and Yukito is acting as his false form. It is under The Watery.
The Mist first appears in Episode 14. Touya's class was putting on a play during their high school's cultural festival when Mist seeped through the vents. It then covered the stage with its mist and started destroying the stage set. Sakura contained Mist with The Shadow and successfully captured it.