The Nameless Mist (Nyog' Sothep?) is an Outer God. It is the progenitor of several other cosmic entities, including the Outer God Yog-Sothoth and therefore Cthulhu possibly others. It is older than everything except Azathoth (its creator) and The Unnamed Darkness (Its sibling).
It's powers include SuperHuman characteristics, possible omnipresence, Reality warping, Acausality , Space manipulation time manipulation, Immortality, Non-corporeal, and many more.