The thing about creatures in the mist that gets me is how they weaponize the unknown. Mist is a perfect sensory deprivation tool – it muffles sound, blurs vision, turns familiar landscapes alien. You can't see what's moving just beyond that pale wall, or if the shadow that just flickered was ten feet tall or ten inches. It creates this constant, low-grade panic because your brain has to fill in the blanks, and it always imagines the worst-case scenario.
I remember a scene from 'The Mist' by Stephen King, where the characters are trapped in a supermarket. The real terror wasn't just the tentacles that occasionally snaked through; it was the hours of staring at that opaque gray, listening to things thud against the walls, not knowing their number, their shape, or their intent. That's the suspense – it's the waiting, the not-knowing, amplified by a thousand. The creature might be horrible, but the mist makes the possibility of the creature unbearable.
It also plays on a primal fear of being hunted. In clear conditions, you can assess a threat, run, hide. In a fog, you're blind. Every direction could be the wrong one, leading you deeper into it. The suspense builds from a loss of environmental control, turning the very air against you.