You should, fog can help your creativity as it's a little bit difficult too, but not too hard to figure out. The question "where to focus" isn't as clear cut as in clear weather. :) I noticed some of my shots should have been focused closer just because there's nothing really visible in the fog.

The fog can also do tricks to the lighting. The in-built light meter is often of no use when in a fog.

But other than those, it is very much fun. And the results may positively surprise you.