Another possible cause, also under the 'normal' banner, is condensation in the muffler. When you shut off a hot engine and the exhaust system cools, moisture condenses inside the muffler and low areas of the pipe. That's what causes your muffler and piping to rust over time. When you start it up again the rush of exhaust gasses blows some of the water out the end of the pipe. That moisture boiling off is what causes the mist/fog/steam that comes out the tail pipe in cold weather.

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The three main causes of blindness: Cataracts, Politics, Religion.
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