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Mist is nothing else but water. How come water spreads all over the place without being sent there? The answer is simple : when taking a bath, you add a lot of hot water vapor into the air. When the air is full of vapor, water needs to condense (to transform from the vapor phase to the liquid phase).

To condense, water looks for cold and dust, and any surface in your bathroom environment seems dirty at molecular level. Water forms little drops on the cold dirty surfaces. If you watch closely, mist doesn't only show up on the mirror, it is on the walls and on the furniture as well. But you can see it more easily on the mirror because mist changes the whole process of light reflexion.