Sailing in the fog isn't too common. I like to do it because it allows us to hear things around us. We're normally in areas we know if we're sailing in fog along the coast and avoid shipping lanes then. The VHF for securite' calls is helpful but anything that takes your mind, eyes and ears off the water around you can be distracting.
The air horn is helpful if someone is suddenly in the vicinity (we don't have radar).
Mostly at these times, we're not too noisy a boat preferring to listen. Motorboats are easily defined by their noise. Lobsterboats especially have a pattern of working(and they smell upwind) and usually a radio playing rock or country. Sailboats under power have a recognizable sound by their constant rpms. Big ferry boats (we're not normally in the vicinity) are patternless and have their own larger sound.
Then there are the others like us sailing. We're like ghosts. A uniform intermittent sound like our bell is appreciated. It seems these foggy conditions we sail in have mostly been in light or moderate air so our noises are minimal under sail. It's also harder to hear going to windward at speed under sail.
In these circumstances, most everyone(with any sense) is going slowly. Firstly, especially in constricted areas, everyone is keeping track of where they are. It can be quite pleasant.
All this stuff disappears when you put your engine on though. Then you're deaf to it all. This noisy mode is when I find it all the most confusing and stressful.