It is the supersaturation and condensation of water vapor in the air.
Air can contain some water vapor, and at a certain temperature, the amount of water vapor that can be contained in air is also different, just like a substance dissolved in water, the amount that can be dissolved at different temperatures is also different. For example, at a certain temperature, 10% can be dissolved, while if the temperature is lowered, only 5% can be dissolved, and the other 5% will condense in solid form.
The same is true of water vapor in the air. The higher the temperature, the more water vapor it can hold. If the air temperature drops at this time, the water vapor in the air will be too saturated to hold, and some will condense out. The weight (density) of water vapor is less than that of air. Water vapor is lighter than air and will rise in the air. In the sky, when water vapor rises and meets cold air, some of it will condense to form small water droplets, which are white clouds.
When the temperature is below zero, condensed water will form ice crystals. There are sometimes "colorful clouds" in the sky, and there are also solar and lunar halos, which are formed by a small number of tiny ice crystals refracting sunlight at high altitude.
If this happens at a low altitude near the ground and the temperature is below zero, the ice crystals condensed by water vapor in the air will fall like small snowflakes. There are no clouds in the sky at this time, but there will be small snowflakes falling in the low sky.