Fatal Fog (also known as Deadly Fog) is the place where the first Trinity (Tails, Knuckles, and Dr. Eggman) come together after their survival from old Exetior in their first levels of Sonic.exe Nightmare Beginning. It is a pocket dimension made by Exetior.
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This level takes place in the fog. Exetior will be teleporting around the fog, and the first Trinity have to find their way out of the fog while avoiding Exetior's attacks. If a character touches Exetior, they die.