Haze consists mostly of aerosols. To which extent varies on the location and conditions.
Aerosols are for example dust, pollen, particulate matter, ash (or other pollutants due to combustion) and... a lot of other stuff. Basically, anything which is ligthly enough to float in the air and small enough to mostly not be seen by the naked eye (dust/sand are an exception).
Aerosols function as condensation cores for water vapor - so if there is rather dry air and no rain, no aerosols are "washed" from the atmosphere and haze builds up. In special weather conditions (inversions aka next to no wind and no convection) the haze becomes very thick and a health hazard (e.g. Victorian London, today Delhi or Beijing or Stuttgart).