Sulphur trioxide reacts with water to form sulphuric acid. So a key question is whether there is more SO3 than H2O around. If there is, nearly all water will have turned to acid; otherwise you will likely have the trioxide wash out of the atmosphere into acidic oceans and lakes.
Overall, a lot of the chemistry will depend on what other molecules there are around, and the source of the trioxide. If it is from vast sulphur deposits burning, then you have to assume oxygen too. If it is from a lot of intense volcanism I would bet on plenty of carbon dioxide. In both cases water could be around too, especially if it is a young planet. Photodissociation of SO3 in the high atmosphere would in any case produce a bit of oxygen even if there were none at the start.
In the current best model of Venus atmosphere it started out as a earthlike planet but the vater vapor acted as a greenhouse gas, and the oceans boiled away. Over time the hydrogen got dissociated from the oxygen in the water due to the strong UV radiation and most of the water disappeared, leaving an atmosphere of carbon dioxide, sulphur oxides/sulphuric acid and some noble gases.
An otherwise earthlike planet with a lot of SO3 in the atmosphere might have some odd weather. The melting point of it is 16.9 °C (at 1 atm pressure), so you can get warm snow. I think it is plausible that it would form droplets and ice crystals readily, so the misty atmosphere is not implausible. Especially since it might get partially reduced by sunlight to other sulphur compounds that could form aerosols. The color effects would depend on their size, they could make the sky a mistier blue, or they could add a more smoggy orange-yellow cast to the air. Since SO3 messes up the ozone layer (I think; this could be a thermal thing rather than a chemical thing) there would be little UV protection (and the sky at zenith during sunset and twilight would be much less blue, likely more greyish-yellow; during the day it would be normally blue).
SO3 boils at 45 °C, but since there are likely acid oceans this doesn't happen - freestanding trioxide would react with them. If there are sulphuric acid oceans they have a pretty high boiling point (which depends on the water content). Such oceans would be syrupy, filled with pyrosulphuric acid (higher polymers of sulphur trioxide and sulphuric acid) and very good at gobbling up any stray water molecules. A water-free world with SO3 oceans would be pretty unusual (but unlikely, water is really common unless removed like on Venus).
The high molecular weight of SO3 would give it a pretty low
scale height, so that if the atmosphere wasn't too hot it would be relatively scarce high up - the scale is 2.5 times lower than for oxygen. If there are high mountains they might have a breathable atmosphere (especially if they are cold), but it would be exceedingly dry.
Any local life will not use water for solvent, but rather sulphuric acid (or related substances). Maybe a biosphere using sulphur compounds for redox reactions is also the best explanation of the odd atmosphere. Plants produce energy rich compounds from sunlight, sulphates or sulphur and oxygen, releasing SO2 or SO3. Hmm, there is a lot of fun biochemistry happening among purple sulphur bacteria, sulphate reducing bacteria and their ilk one could borrow...
Then again, what the players need to know is: "It is misty and toxic outside, and if you take a single breath you're dead".
