Probably water
What we know:
According to historical records, on October 26 1985, the minimum temperature was 48.9F (about 9.4C). So, we could assume that at 1AM in the morning on the day in question, the temperature was around 50F. That's reasonably cold.
Now for speculation
You will note that the ground on the car-park seems to be wet; it is totally possible that the DeLorean had been rained on and so was wet. We could therefore conclude then that when the DeLorean's ignition was turned on, and if it was left for a while, the internal temperature of the van would have been greater than the external temperature. Pair this with the water being inside and you have water molecules heated to above the external temperature.
Consequently, when the door of the van was opened, the water was exposed to a cooler temperature outside. So, I would say that the opaque gas was simply water vapor that had accumulated inside the van (on the DeLorean) and was simply reacting to change in temperatures.