What do you call this water vapour coming out of your mouth during winter times?
We call it just breath. From Google Books:
In the summer, it's stifling hot; in the winter, you can see your breath.
But the upstairs in our house, where I slept, was unheated; in winter you could see your breath up there.
See," I said, “ on this sunny side of the barn, where the air ,is warm, you can't see your breath; on the shady side it comes out like a cloud.
From the "Handy Weather Answer Book":
You can call it water vapor but common people talk about it as just breath.