Probably 'foggy', in that situation. Fog implies heavy and very low clouds that you can't see through very well. Mist just implies a very very light, barely-there rain, and doesn't affect visibility as much, necessarily.
The difference is defined meteorologically (for shipping etc.) in terms of visibility.(I worked once doing weather forcasts!) Fog is when you can see less than 1 km ahead. Mist is greater visibility than that.