Simple Question: Fog

Hello all,

So I am working on a map that I thought I was done with, but I need some help with making a hole look real. So I thought... Fog would be good near the middle to give it the nice dark effect below.

But then I thought... How do I make fog? Can anyone help?

Also, if there is a better method to this (like blocking light) can someone tell me?

Thanks,
Frogger