The Well of Ascension - Brandon Sanderson

"Description contains spoilers for previous book in the series"

The impossible has been accomplished. The Lord Ruler—the man who claimed to be god incarnate and brutally ruled the world for a thousand years—has been vanquished. But Kelsier, the hero who masterminded that triumph, is dead too, and now the awesome task of building a new world has been left to his young protégé, Vin, the former street urchin who is now the most powerful Mistborn in the land, and to the idealistic young nobleman she loves.

As Kelsier's protégé and slayer of the Lord Ruler she is now venerated by a budding new religion, a distinction that makes her intensely uncomfortable. Even more worrying, the mists have begun behaving strangely since the Lord Ruler died, and seem to harbor a strange vaporous entity that haunts her.