The Nameless Mist (Nyog' Sothep?) is an Outer God. It is the progenitor of several other cosmic entities, including the Outer God Yog-Sothoth. It is older than everything except Azathoth (its creator) and the Unnamed Darkness (its sibling).
Its powers include possible omnipresence, reality warping, acausality, spacetime manipulation, immortality, and incorporeality.