The Mists

For a look upon the nature of the Mists without the pesky in-world limits, see Dark Powers.

(Note: I took some... liberties with how the Mists operate cause the default is boring. Here lies MY version)
     The Mists of Ravenloft is the name for the most basic and potent form of matter and energy in the demiplane. What exactly they are varies is unknown and the answer you'd get would depend on who you asked. Most denizens of the demiplane agree that the Mists are the primal manifestation of reality, warping time and space wherever it makes contact and connecting all the lands together. Direct contact with Mist of any amount is something feared by the vast majority of people as everyone has heard the stories of, or seen themselves, victims stuck in an eternal flight from a long-gone monster or cursed to a half-life and compelled to atone for weaknesses of character. Past this, the exact nature it's said to have varies.
      Asking a pious clergy member, especially one of Ezra's followers, may earn you a sermon on how the Mists are their deity watching over the good and punishing the truly wicked. To ask why the tyrants of the nations and lands inside the Mists are seemingly rewarded for their evil deeds or muse on the source of Mist Ferrymen and their ilk is to invite a quick end to the conversation and be guided out the door. On the other end of the scale, a scholar of the arcane would tell you the Mists have no more willpower than a volcano and to treat it as such. The more adventurous ones may even lean in to whisper that we live in the long lost Plane of Aether where all things not of the other four are truly drawn from. Here, the taboo topic lies in the Astral Sea's continued existence and the continuing expansion of the demiplane.
     Sat around a campfire with Vistani or Fuged, a different tale may be told. One with a Mist that speaks to those who listen, guiding footsteps to the correct destinations, but is rarely as easily comprehended enough to apply a concept like "good" or "evil". They will say that the Mists are what they are and the truly wise bend to their will.

Manifestation

Mist often appears just like it's mundane namesake when seen inside the domains. While it can show fingers of the dead or faces of those lost, it can also simply pretend to be mist and catch the unwary. Location and witnesses present can influence what is seen in the Mists as well.

Localization

In the gaps between domains, it makes up everything and often forms copies of the familiar with no colors and the Mist itself gently rolling off. In this space, time flows erratically and occasionally backwards while space is constantly moving. Experienced Mist Travelers have learned to sense these changes and adapt to them, often at the price of their soul.

Entering and Leaving Domains:

Each domain has a unique signature in the Mists that allows the knowledgeable to determine where they may pop up if they proceed down the path. Those currently known actually designed so far are below from the perspective of an arrival:
Barovia - Mist turns crunching leaves and the brief scent of a tomb. Some say they can hear a young woman scream in terror or a young man's laughter right before the land finishes forming in front of them.
Paridon - The Misty ground below flows like a stream before solidifying into damp cobblestone as the swirling Mist around first forms a stone tunnel, then straightens upwards into sagging stone buildings.
Har'Akir - Swirling Mist becomes the rough, swirling sand of the storm surrounding the land before calming and releasing the visitor onto the desert sands.
Darkon - A crowd of Misty, faceless people push in around, blocking the line of sight. As the travel pushes through a coppery taste in the mouth gets stronger and the crowd slowly rots away until no flesh holds up their bones and it all falls away.

Type

Metaphysical, Astral

Related People, Things, and Topics:
Vistani
Fuged
Mistborn