It’s very rare around here, which made last night so interesting but like normal fog, you have to have high humidity and that saturated air super cools into droplets. Those droplets then freeze on surface objects like freezing rain, but the main difference being that these droplets are tiny - much smaller. Think steam in a bathroom after a shower vs the water coming out of the shower itself - similar concept. It’s a lot more common in coastal communities that get cold: i.e. New England, Seattle.