I figured out how to gradually bring Mist into a scene.
Insert the Mist object, and in the Scene tab, click on the eyeball icon to the right of Mist to hide it.
Add the Fade action from the Action catalog to the Action window.
In the Property Inspector, select the Mist object, set the Fade action to Fade OUT.
Still in the Property Inspector, set the slide in/out to slide up.
Set the slide distance to 900.
Set the time as desired (I used 5 seconds).
I put a check mark in the "Wait to complete' box.

Why? I like big ones, that's why.