How would I make a particle similar to this?

Hello, I am currently making a movement system and I am trying to make it look better visually. One of the ways I want to do this is with particles, similar to the video below.

Video:

However, when I try to make re create this, it ends up looking like a trail instead of a dust particle. If you know a way to make a similar particles like this please let me know!

Thanks in advance!

I just found out about the smoke effect, I thought it was just the particle emitters.

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