First off, it would be helpful if you provided more info about how this was shot.
As someone mentioned, it could be a mist in the air or just fog on your lens.
Then again, it could just be that you're shooting at night.
Ever shoot into the sun and get a lens flare? You can get the same thing with a street light at night, but because the surroundings are dimmer it may not be as dramatic. That's one possibility.
Another possibility is that the light itself will create a very high dynamic range in your photos. Because the different lights have different brightnesses, it's very hard to get a good exposure. What you're seeing may be that one light is brighter than another, that one area receives more light, or whatever.
Another possibility comes from the lights itself. Look at the below shot:
You'll notice the globes around the lights seem to have sort of a mist around them, and in some cases look like the lights are spikey.
I can assure you that in day time (and real life) the globes are neither covered in fabric or spikey.
However, because of physics, you end up seeing some of the lights as if they are spikey, and some appear to be covered in fabric. This is an optical illusion.
Fixing this can be difficult. First off, you might want to check your exposure. Over exposing is more likely to have such ugly defects in it. You might try under exposing and brightening select areas
Or you could take multiple shots (bracketing). Create an HDR image, or just erase out parts of the images that you've laid over each other.
Hope that helps!