I just encountered some Death Hounds and after the fight I noticed that my character is now shrouded in a black smoke/mist. I do not have any "active affects" and this is definitely some kind of glitch. I looked it up online and I seemed to have found a solution but my console command isn't working. http://forums.nexusmods.com/index.php?/topic/766257-black-smoke-effect-on-character/. When I open the console and type in the suggested commands I get a message in the console saying, "Missing parameter Spell item. Compiled script not saved!"

What am I doing wrong and how to I remove this effect?

Have you had the Ebony Mail at any point?

Ah this glitch, i have it happen to me as well when fighting against Vampires and their Death Hounds.

If you play on the PC, open up the console and type: help "death hound fx", for me i get the code 030028eb *it could be different for you depending on load order*.

Then go outside and be in 3rd person view and type in the console: player.addspell 030028eb *or the code you got*, leave the console and wait a few seconds, then re-enter the console: player.removespell 030028eb and it should dissipate after a few seconds.

If this does not help then i'm afraid the only thing you can do is reload a save prior to the vampire attack, but this usually works

I figured it out finally and this is exactly right. I was typing 020028EB (as the link suggested) but Dawnguard was third in my load order. So as soon as I typed 03 instead of 02 it worked like a charm.