The white cloud came from moisture in the
air. It's no different from the clouds you see forming in the
sky outdoors. The cloud was not made of nitrogen gas
(which is
invisible). It wasn't made up of water vapor (a gas)
either. Rather
the visible cloud is composed of small drops of liquid water or small
ice crystals (solid water). Note that a certain amount of
"artistic" license
was used in the figure above (and in many of my figures); liquid
nitrogen is not purple and water
clouds are not green.
Here's a summary of what we saw happen in class today.