There is moisture in the air, this is often called "humidity". The amount of moisture that can be in the air depends on the temperature of the air. The warmer the air is, the more water it can hold in it.
When the air comes up against the cold outside of a cold bottle, the air right next to the bottle gets cold. It gets so cold that it can't hold as much water anymore and some of the water "condenses" or comes out of the air onto the bottle.