A columnar shadow was cast by sunlight coming from the upper left. This shadow indicates the true shape of the dust devil. The bright dust devil itself does not look like a column because the picture was taken from a camera looking straight down on it. Dust devils are spinning, columnar vortices of wind that move across the landscape, pick up dust, and look somewhat like miniature tornadoes.
Dust devils are a common occurrence in dry and desert landscapes on Earth as well as Mars.
They form when the ground heats up during the day, warming the air immediately above the surface. As the warmed air nearest the surface begins to rise, it spins. On Earth, dust devils typically last for only a few minutes.