When great quantities of moisture in the form of water vapor enters the atmosphere from land and oceans, it is called humidity. The higher the amount of humidity, the higher the moisture content in the air.
When the air holds as much moisture as possible, it is called "saturated." The temperature when the air becomes saturated is referred to as dew point. When the temperature falls below the dew point, moisture in the air condenses into drops of water.
Fog may develop when warm, moist air near the ground is cooled to its dew point. In higher altitudes when the air cools below the dew point the moisture in the air drops of water and can fall to Earth in the form of rain, sleet, hail, or snow (precipitation.).
"It’s not so much the heat, it’s the humidity that making me miserable." This is an accurate statement. When the temperature of the air is high and the humidity is low the sweat on the skin evaporates rather quickly which makes it feel cooler than is actually is.
When the humidity and air temperature are high the air is saturated with water vapor, the sweat on your skin does not evaporate quickly. It collects on the skin as beads of sweat. Therefore, less evaporation = less cooling so we feel warmer than we did with a similar air temperature, but lower humidity.