Hey, all! I wanted to drop in and talk about this one. There are a lot of rumors surrounding this--which I expected. Unfortunately, I was expecting them TOMORROW, as the goal was to have this one come out in secret at the same time as Bands of Mourning.
Before rumors go to far, here are a few notes about the book. (Which clocks in at almost 50k words, so my longest Novella yet.)
1) It WILL have a print edition. It will be included in the Cosmere Short Fiction collection, hopefully out this fall. That should have an audio edition as well, for all the shorts. If you'd rather have a print edition in smaller form, to match the ones I've been doing of things like Emperor's Soul and Shadows for Silence in the Forests of Hell, we'll do one of those eventually too--but probably not until the collection has been out a few years.
2) It is coming out tomorrow, not in February, as listed on the Amazon page. If you pre-ordered it, it should appear for download later tonight.
3) It is a companion story to the original Mistborn trilogy, and is intended to be read after Bands of Mourning. It can be read after Hero of Ages, if you haven't read the new books, but shouldn't be read before the original trilogy as it contains MAJOR SPOILERS for those books. (And a very small one for Bands of Mourning.)
4) It is not the story from the Video Game. (That's a good guess, though, /u/Chimeraruin.) It DOES deal with the larger Cosmere, though not to the extent that the books eventually will. Consider this a push that direction, but it's still mostly a Mistborn book--and focused on characters from the Mistborn world.
The description for it should go up on Amazon/Nook/Kobo/Ibooks etc very soon. But it wont' tell you much more than I just said. Best to go into this one somewhat blind, I'd say, and just enjoy the ride.
EDIT: As of the afternoon day of launch, iBooks and Kobo have the story up for sale. Kindle and Nook are lagging behind.