There has only been one fog since the world began, though we think there have been many because we see only a bit of it at a time. It is not prone to arguing with its inhabitants, nor does it set traps - usually - for those who don't wish to stay. Thus, should you see it on a Tuesday morning and walk in, saying to yourself "This is a Tuesday morning fog," it will humor you in your belief, and when you walk out you'll find yourself, just as you expected, in Tuesday morning. A good host, the fog has escorted you home.
The danger, if that's what it is, comes when you yourself are uncertain where you are, who you are, when you are. You left the seraglio in haste, wearing only the caliph's slippers, and ever since then the dread suspicion has been growing on you that, though you are freezing in the stiff breeze which seems to have come up from nowhere, you may be the caliph. Are you not shod like a caliph? Did you think the caliph’s very slippers would allow another's feet to wear them? Together, they make a powerful case that, instead of rushing naked through the early morning, you should be eating sherbet on your ebony and unicorn-horn throne.
Alas, the slippers, while persuasive, are not of one mind. The left slipper whispers that you may be Murad the Demon, about your business of dispensing appalling justice to friend and foe alike. The right, however, insists it is far more likely that you are Alhasrul, an amiable nonentity who either reigned for 56 days in the 8th century or is fictional, created by the misreading of an inscription. In such a state of confusion (you being a man who cannot out-argue a pair of slippers), you find yourself (whoever you are) in the fog.
The fog doesn't know who you are, nor care. The fog has its own business to see to, and will be equally pleased if it turns out that you are all the caliphs who ever were or will be, or none of them. When you suddenly notice that the fog has gone, leaving you behind, more than likely you'll be standing at the gates to the Dark City, against which the fog has an ancient and unappeasable grudge.