Probably not mosquitos.... probably not gnats either.
Most likely, there was a hatch of something nearby... probably midgeflies or something...
Leave them alone, they'll be gone in the morning. I've seen swarms of things like that so thick while out fishing at night this time of year... it was impossible to take a breath without getting some in your mouth.... they'd be in your ears, nostrils, everywhere.... I couldn't see the surface of the water because it was covered with so many of them.