If a place is foggy you can barely see due to fog, that is a THICK cloud (usually near the ground)
If a place is misty it means it is full of mist, that is a cloud of very small water droplets
(it is LESS dense than fog)
And hazy, as its name says, means full of haze, which is similar to mist (a cloud which is not dense) Besides, it may not be hot.