What they are:

Steam devils are the little puffs of fog that you typically see over a body of water on a really cold day. They can sometimes give off a spooky and eerie vibe depending on how many there are in a given location.

How they form:

For steam devils to form, a few conditions have to be met. First, you need really cold air. The air does not necessarily have to be below zero degrees, but it has to be much cooler compared to the temperature of a body of water. Any body of water, like a lake, ocean, river, or pond, can help generate steam devils as long as the temperature of the water is much higher than the air temperature.

A large enough temperature difference leads to instability between the lake and the air. This results in moisture rising away from the surface of the lake, and condensing into little plumes of fog. These little plumes of fog are called steam devils.