|The Player Character Approaching Mist|
The Mist serves the same function as the Fog Gates of Dark Souls, Mist will act as notifications of when the player is entering a new part of a level or a boss arena. One should be careful when crossing through the Mist as they cannot see what will be waiting for them on the other side.
Image from the IGN Dark Souls 2 Gameplay Reveal. IGN's Video