Haze is primarily a visual description. It is something in the air that interferes with clear vision of objects in the sky, or off in the distance. You can have haze even without pollution. Even clean air scatters blue light, and obscures distant objects, like mountains, with a bluish haze.
Fog and mist are similar, but fog is thicker. Fog is basically a cloud that is at ground level instead of in the sky. Fog feels distinctly moist on the skin. I have been in fog that was so thick that I literally could not see my hand at arms' length. Fortunately, it was just a small pocket that had collected in a depression in the ground, perhaps a fifty meters across.
Warning, here comes a pun (play on words).
A group of travelers climbed a trail. The trail led to a viewpoint with a spectacular, panoramic view. Unfortunately, there was fog moving in. When they got there, they couldn't see a thing. Their guide said, "Well, we've missed the view, but we may view the mist."