Compare with and without fog. As you can easily see - fog helps you 'hide' things in the distance.
Fog is an essential feature in nearly all virtual worlds and games - and allows us to blend objects in the distance with the background - this is especially useful when you're loading in buildings or characters in the distance - instead of having them pop in - you can have them smoothly appear out of the horizon (come out of the fog).
Enabling Fog Effect in DirectX
So how do we go about adding fog to our DirectX game or application? Well you can accomplish it easily! DirectX 8.0 has a fog state - which you can enable wiht a few lines of code, as shown: