Smoke is used in Indigenous American practices for prayer – through smudging (sage gives off a pure, blue-grey smoke) and tobacco pipe ceremonies. Smoke is the blending of earth, fire and air (body, Will, and thought), and if it is mist – then it is water and air (emotion and thought).
Earth, fire and air – smoke is about purification, as well as sending prayers to heaven. Gathering up your needs (physical), focusing them with your desires (Will), and sending them to heaven (thought).
Smoke-screen – sometimes smoke is a barrier. Some shamans perceive the barrier to the upper world through smoke. Other times, it may occlude that which you are trying to see – a form of protection from trauma.
Things coming out of the smoke are things which are being revealed to you from the depths of your sub- and unconscious.