Erica's Answer:
Sometimes, when the air temperature cools to below freezing, the moisture in the air doesn't freeze right away, and just hangs in the air as tiny water droplets. Meteorologists say these water droplets are "supercooled". But, once the water droplets condense onto a surface having a temperature below the freezing point, the supercooled water droplets will freeze. That's why you experienced mist and frost at the same time!- Erica
