There are different ways to create the illusion of depth in a painting. One of the techniques in an artist's arsenal is called "atmospheric perspective". If you've ever noticed the mountains in the distance, you may have realized that each range of mountains is a different shade of bluish purple. The earth's atmosphere actually has color. The farther something is in the distance, the more atmospheric color there is between us and the object. That coloring affects the details we can see, and the coloring. So, as an artist, I put more blue into the color of things that are farther away. Additionally, I add fewer details.

When we add mist to the mix, that technique is doubled. Now, however, the atmosphere isn't necessarily more blue, but rather more grey. On a bright sunny day the figures would have color, light, shadows, and details. But on this misty day, they are simply silhouettes in the distance.