So I play soccer in evening at a nearby park. I noticed many times that after the game and even during it many mosquitoes hover over some of us. They sort of form a structure like a tornado. The more the one is sweaty, the more the mosquitoes. What can be the possible reason?
In many mosquito species (and other diptera) males make swarm to attract the females. The vast majority of individuals in swarms are therefore males (but there are always a number of females in them as well).
These swarms are a type of lek mating which is also very common in midges (thanks to @arboviral for this info). Are you sure those you see are mosquitoes and not midges?
In order to produce these swarms, they typically hover a recognizable element in nature to swarm around, such as a small tree, a bush, a big stone, etc... On a soccer field, players are a distinct element to swarm over!
Of course, females are attracted to $CO_2$, warm bodies and odour of sweat but this is IMHO likely not an important factor causing the swarms you see. See @Kiny's answer on the subject.
Also, why is this in the evening?
Mosquitoes typically start mating at the beginning of the evening and then forage during the night. However, this varies quite a bit from species to species. Aedes egypti for example, forage day and night while species of the genus Culex forage only for a few hours after the sun has set.
Such variation in the timing of mating behaviour can lead to (pre-zygotic) reproductive isolation between lineages. Potential reasons for being active at specific times and not others include temperature management, easier to parasite for females during the night (only females bite), timing with flowers (as both males and females feed on nectar). I would not be able to argue for why a specific species shifted its circadian rhythm in a specific way though.
I found an interesting paper about the subject that could contribute to answering your question.
There are volatile substances that we produce that help attracts and repels mosquitoes such a geranylaceton, octanal, nonanal, and decanal (Logan et al.) The tests showed that those substances can both be used to attract and repel depending on their concentration with geranylaceton having a constant decrease in attraction.
Curious for more I have decided to look further into the subject and found another paper studying these components which states:
A blend formulated from the four aldehydes and combined with CO2-baited CDC trap without a light bulb doubled to tripled trap captures compared to control traps baited with CO2 alone. David P. et al.
Those four aldehydes referring to heptanal, octanal, nonanal, and decanal. which suggests that their attractive effect is stronger joined than separated.
Therefore, besides the "CO2, lactic acid, and the bacteria that live in sweat" stated by John, the reproductive behaviour stated by Remi.b there is also other volatile substances that make our attraction to mosquitoes stronger(or weaker).
1. James G. Logan, Michael A. Birkett, Suzanne J. Clark, Stephen Powers, Nicola J. Seal, Lester J. Wadhams, A. Jennifer Mordue (Luntz), John A. Pickett. Identification of Human-Derived Volatile Chemicals that Interfere with Attraction of Aedes aegypti Mosquitoes.
2. Tchouassi DP1, Sang R, Sole CL, Bastos AD, Teal PE, Borgemeister C, Torto B. Common host-derived chemicals increase catches of disease-transmitting mosquitoes and can improve early warning systems for Rift Valley fever virus