The events of the mist born series take place on the world of Scadrial. It was created when two shards ruin and preservation decided to work together to create a planet. Scadrial is a dark and gloomy world where ash rains from the sky. It was created by Ruin and Preservation and is currently being ruled by the shard Harmony also known by the name of its vessel Sazed. It was the first world that we saw that had to deal with a threat from another world. In Era two Scadrial had to defeat the schemes of the Shard Autonomy. There are three different magic systems on Scadrial that can work together. They are Alomancy, Feruchemy, and Hemalurgy.
The Returned are considered gods to the people of that world. They are people who have died and have returned to life with miraculous powers. However, the person who has Returned has no memory of their life before they died. Unlike the regular people the returned have what is called a Devine Breath that gives them life. They can choose to use their Devine Breath to cure any ailment or sickness one time but if they choose to do so they will die again. They also must consume at least one normal breath a day to survive. This has led to the people to worship them and give them their breaths in hopes that they will use their divine breath to help them or their families.
The interesting thing about Biochromatic Breath is that anyone can use it. It simply requires that you gain many breaths from other people. The more breaths you have the more you are heightened you are. They are measured in heightenings, there are 5 levels and each level gives you a different ability. You can also use breaths to animate inanimate objects by giving a command and infusing that object with breath.
Breaths are very common all over the cosmere because there is no restriction to using them other then people willing giving you, their breaths. We see characters who use breath appear in the Stormlight Archive. Vasher, Viviana and Night Blood all make appearances in the Stormlight Archive.