They say you give up a few things, chasing a dream. In those mists that's the literal truth, for every dream of yours that comes true, a piece of yourself, mind, body, or soul, gets taken by the mist. Worst part is, you won't even know what the cost of your dreams are until you go to leave, and by then you might not even have a mind left to change...
A fragment of the mists of creation, drawn to those desperate to make their dreams come true. Suitable for any magical fantasy setting.
There is a person who has a well-known reputation, probably involving something illegal. But this person is either very clever and crafty, or really like his or her privacy, for no one knows who this person actually is. As an added twist, perhaps this person is of an age that would noramlly be wildly inappropriate (say, a child is a much-feared bandit) or maybe not the expected gender or even race.