This is because the water in the kettle became hot and turned to steam, and as soon as it blew out of the kettle's mouth, it was cooled by the air outside and turned back into fine water particles. The same reason why kiri are formed.
When warm, moist air comes into contact with cold air, the water vapor in the air is suddenly cooled and becomes fine water droplets. This is called kiri. In other words, kiri are made of very fine water particles.