Alright, let's see what you've come up with here. The idea of an energy dependent support seems like it'd be hard to balance, but we'll address that in the skillset.
I would comment on your champion's appearance here, but there isn't much to go on. The only things I can see is that would hint at the look is his smoke based abilities. However, the race depicts him as a "Phoenix Born." I have no idea what that would look like. Is he a bird? A human with avian features? A visage of melded smoke? I have nothing concrete here.
You said your lore was one of your weak points. I believe i've identified a few reasons as to why this may be. I apologize if I come off as a bit harsh, but I feel like this is a place that could use a few improvements. As such, allow me to tell you what I feel didn't work, as well as how you may fix these issues:
1. Nothing in the story seems coherent. His father was a void-born, and that's a pretty bizarre thing already, but his mother being a phoenix takes the story from bizarre to inconsistent. However, everything afterward from the "help the child escape until when he was older could rule this world" bit takes the story from inconsistent to great calamity kittens.
If you want to fix a problem such as this, you need some way to ground the story, characters, and plot. Make sure that there's a concrete reason behind everything in your story.
2. There's no attachment to the character. I understand this is a teaser, but we know nothing about Smoke as a person. All we get is an observation of the plans set forth by someone else. Combined with the fact that the events in the lore aren't impacted in any way through Smoke's own actions, his lore feels less like his own personal story and more like a quick analysis from the perspective of somebody else.
If you want people to get invested in Smoke as a character, they need to understand him. His ambitions, his goals, his hardships, everything that drives Smoke can be used to further his story. Getting people to empathize with a character is not easy work, but the results can give people a very strong impression.
I know that the story is suppose a teaser, but if the rest of the story follows the same style, then you may want to keep my suggestions in mind.
Passive: Fog Manipulator: This is the first ability i've seen that directly deals with the fog of war. I can see that being quite beneficial for your team, and quite nerve-wracking for the enemy. I can't say whether or not this is balanced on its own, so i'm going to look at the other abilities.
Q: Healing Mist/Tear Gas: I'm going to need a bit more information to go on. Cooldowns, the actual healing amount, but most of all, the energy cost. Energy is usually a static 200 points. With that in mind, I can't get an accurate read out on any ability unless I can get a feel for how it will impact his resources. Also, does the blind last as long as the area or is it a separate duration?
W: Smoke Barrier: I don't see much wrong with this ability, but I would like clarification on the starting length, final length, and growth rate. Also, the cooldown is exceptionally important here, as spell shields are very tricky business.
E:Smoke Bomb: A trap ability? On an energy champion? That could be some tricky business, but without the durations, cooldowns, costs, and the like, I can't call anything in terms of balance.
R:Smoke Grenade: Your scaling might need to be re-evaluated. (.25) is 25% so having 50 mr and armor would actually translate to 12.5 mr and armor reduced. Another thing, it would be beneficial to put in the amount that it reduces vision range to.
This concept has potential, but there are a few things preventing me from getting invested in Smoke. Firstly, the lore doesn't engage the reader. That could be due to it's shortness, but it also has problems which I highlighted above.
Secondly, there is a great deal of crucial information missing from the skillset. Durations, cooldowns, and energy costs on all abilities are nowhere to be found, so I really can't call heads or tails on his balance.
You mentioned that you were a novice at this and would like advice. I hope my review raised a few points that could help you in your concepts. I apologize if my review seemed unduly harsh to you, but I believe that it's a better idea to let people know about the flaws you perceive instead of just piling on praise.
I hope my review helps you out, and if you're willing to do your part in the review trade, feel free to check out one of the champions in my index.