Let’s just start by saying Lake Superior is amazing! The lake doesn’t behave like a typical lake, nor does it behave like the ocean. The great lakes are unique and amazing, which should be experienced by everyone in their lifetime.
In the winter, sea smoke or steam fog is fog which is formed when very cold air moves over warmer water. Since the lake doesn’t freeze, it creates interesting weather when systems move through or pass over the water. The cold, winter air is surprisingly warmed by the lake (keeping in mind that the lake is actually very frigid!) creating the sea smoke. The effect is similar to the “steam” produced over a hot bath or a hot drink, or even an exercising person.