We find that clouds of optically-thin, pressure-confined gas are prone to fragmentation as they cool below $sim10^6$ K. This fragmentation follows the lengthscale $sim{c}_{text{s}},t_{text{cool}}$, ultimately reaching very small scales ($sim{0.1} text{pc}/n$) as they reach the temperature $sim10^4$ K at which hydrogen recombines. While this lengthscale depends on the ambient pressure confining the clouds, we find that the column density through an individual fragment $N_{text{cloudlet}}sim10^{17} text{cm}^{-3}$ is essentially independent of environment; this column density represents a characteristic scale for atomic gas at $10^4$ K. We therefore suggest that clouds of cold, atomic gas may in fact have the structure of a mist or a fog, composed of tiny fragments dispersed throughout the ambient medium. We show that this scale emerges in hydrodynamic simulations, and that the corresponding increase in the surface area may imply rapid entrainment of cold gas. We also apply it to a number of observational puzzles, including the large covering fraction of diffuse gas in galaxy halos, the broad line widths seen in quasar and AGN spectra, and the entrainment of cold gas in galactic winds. While our simulations make a number of assumptions and thus have associated uncertainties, we show that this characteristic scale is consistent with a number of observations, across a wide range of astrophysical environments. We discuss future steps for testing, improving, and extending our model.