According to the Book:
Whatever arcane event led to the destruction of Cyre, it created a wall of mist that spread out until it defined the Mournland’s borders in all directions. The shroud of mist hangs like a curtain, separating the Mournland from its neighbors. Thick and cloying at the borders, the mist rises some one hundred feet into the sky and forms a canopy that hides the ruined realm even from above. Strong winds occasionally part the mists in places, but these breaks don’t last long. Passing from outside the Mournland into the mist is like entering a shadowy, muffled region devoid of life and sun and sound. Eventually, the thick mist gives way to a less oppressive fog, but depending on the day and the location of entry, that borderland of mist can range in depth from a few hundred feet to as much as five miles. Travelers in the thick border of mist suffer from claustrophobia and often grow weary and depressed for no apparent reason. It’s easy to become turned around and lost in the mist, and those brave enough to venture into it often wind up going in circles until their food and water give out or they blunder into the path of some mutated terror prowling the borderland. (Those who fail a DC 20 Survival check become disoriented and travel in a random direction for 1d4 hours.)