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As long as you don't fly into the fog for longer than a few seconds it's not a problem. If you stay longer then your camera gets fogged and consequently you can't see anything. The fog can also mess with the electronics if it's not protected against humidity.

Thank you for your information and answer! I am interested in drones but I didnt buy yet. Beause I dont have any time to spend with it now. I will buy drone at first opportunity. I'm dealing with GoPro now. I am trying to contribute #goprophotography in steemit as being a minnow. I think you're dealing with GoPro? You can check the tag, also my blogs.