You have antifreeze leaking from somewhere that is hitting something hot and turning it to steam.When you turn on the AC the fan is pulling it into the vents. Keep track of your engine collant levels and if they are lowering then there is your problem!!
if the mist is water, it's just condensation. but if it's antifreeze then you have a leak in your core. If it's water it will evaporate without leaving a stain, if it's antifreeze it will streak when you try to whip it off.
AC On Without Key? that means you had possibly or the owner before put a remote start on it and they wired ac into that if that's not the case then someone rewired your ac and put it on an all power source ?