n the video above, the temperature of the air is much colder than the temperature of the water. The water in the lake has yet to freeze. The freezing air has very little water vapor in it (that's why it's so dry). The lower the temperature gets, the less water vapor can stay in the air. The point at which water in it's gas form turns into liquid water is called the dew point. This interaction between the temperature and water and the dew point is how you gets things like clouds, fog, dew on the ground, frost, etc.
Today in mind-bendingly cool stuff that nanoparticles can do: A team of researchers at Rice University in Texas has demonstrated a mechanism by which they can create steam in just seconds by focusing sunlight on a mixture of water and nanoparticles. This isn't just some artificial means of lowering boiling point either; this solar powered "boiler" can produce steam before the water even gets warm to the touch, without ever bringing the aggregate water to a boil.