The world is, for all intents and purposes, a bounded place. In the south, land leads to ocean, and the mist over the sea eventually turns into a thick and roiling fog that towers wall-like from the surface of the waves to the sky, where it merges with the clouds. It forms a ring around the land, spreading in the north from the sea to cover the earth as well.
The fog that surrounds what land there is often blows inland as well, leading in most places to a moist, cold climate in which seeing the horizon is a luxury. Where the fog does not cover the ground it covers the sky as clouds, so that seeing the sun in the clear sky is a very rare event. Only at night will the fog often retreat, allowing its few remaining wispy tendrils to be illuminated by the moons and stars.
To the first-time visitor this might seem like a phenomenon principally of curious meteorology at first, but an attentive observer would quickly notice how keen the people, for a population presumably accustomed to it, are to avoid the fog. Mothers warn their children of the evil spirits in the fog, no hunter or farmer will leave for work on a foggy day without the blessing of a priest, and the various private rituals the curious and ever-present population of itinerants and vagrants have among themselves for when they must go forth into the fog are such that one would think the devil himself should lurk in it.
A deeper examination and persistent questioning will eventually draw a reason from even the most reluctant of the interrogated. For it is so that the fog indeed is more than just the local weather. The fog will often deposit, like sediment on some mystical stream, objects and creatures from some far-away time or place. Not uncommonly a village will wake up to discover that the morning fog has left things right outside their houses. What the fog will leave behind is wildly variable: sometimes it will be rather mundane objects or trinkets, sometimes it will be weapons of war or alarmingly large items like whole houses that materialize.
This alone, while potentially harrowing to the newcomer, would not constitute reasonable grounds for fearing the fog, especially as the present author is not aware of any case of men or livestock coming to harm as a result of objects falling on them in the fog. But it does not stop at inanimate objects. Less frequently, though still with disturbing commonality, the fog will materialize animals and people.
While no comment can be made about the animals, the people thus transported generally remember to varying degrees of clarity where or when they came from, and some sort of purpose that they sought to fulfill. These people form the population of wanderers that roam the world, seeking to recover the memory of their past lives and the things they wished to do. They share a number of peculiar properties: while they remember, however vaguely, who they once were, they do not age or die natural deaths, nor can they have children. However, the fog dulls their minds and gradually purges the memory of the place they came from, so that once exposed to the fog too much, they will eventually forget entirely and assume the life of a native. From this point on, they can have children, and will age and die naturally. A yet unsolved question is whether all natives are descended from early arrivals whose memory was lost to the fog.
While a number of such arrivals, especially those with a weak will, little purpose or just those whose memory was already much dulled on arrival, will naturally be drawn to this and assimilate very quickly, most who were left by the fog tend to cling to their identities and fear greatly the deleterious effect of the fog on their minds, which to ward against various rituals and magics have been devised.
Natives and vagrants assimilated have no such thing to fear from the fog, however, so why do they still avoid it?
The natives, and often the itinerants, will tell tales and spin yarn of spirits and devils in the fog. Supposedly they lurk in the fog where it is dense, which explains the propensity of the adventurous to arm themselves and venture into the fog, for it is also said that where the fog is densest it leaves behind the most and the most valuable relics. It is not known to those of us who do not expedition into these foggy heartlands of the world how much truth there is to these tales.
A final word of warning to the reader: while it happens rarely, it is also possible for the fog to remove somebody or something from the world. The most clear cases of this are the hapless adventurers who dared brave the fog walls that surround the lands. Whether they sailed or wandered into them, they were never heard from again. Reports exist of even inland fog, should it be sufficiently thick, swallowing and never returning the poor souls who wandered in. The author quietly suspects that rather than devils it is this disconcerting property on the fog that causes the loss of many a brave or foolish soul who goes into the fog seeking knowledge or treasure. But whichever it be, heed these words, reader: avoid the fog.