Why does this smoking happen?
Even in extremely cold weather, liquid water can't be colder than the freezing point — about 32 degrees Fahrenheit — so the surface of the river is much warmer than the air above it.
A lot of water evaporates from the warmer river into the colder dry air above. As soon as this invisible gas rises even just a little bit above the relatively warm water, it hits air that is much colder and can't hold much vapor, so the vapor condenses into microscopic droplets of liquid water in the air.
Some people call the wispy clouds caused by condensation just above it "sea smoke." It's much more common in oceans or lakes, but we're seeing it in the Twin Cities during this cold snap.