In the real world, Fog is, according to Wikipedia "A collection of liquid water droplets or ice crystals suspended in the air at or near the Earth's surface". On Roblox, you can simulate fog. The properties can be found in Lighting.
Enabling fog is extremely easy.
FogColor – This is the color of the fog. For best results, use light grey or the background color of your skybox.
FogEnd – This is the distance at which the scene is 100% fogged.
FogStart – This is the distance at which the fog begins. Inside this distance you will not see fog.
To remain compatible with older graphics cards that use a fixed-function rendering pipeline, Roblox’s fog uses linear interpolation between FogStart and FogEnd. Roblox is using GL_LINEAR.