Brain fog prevents the retention of newly introduced information to the brain. It literally makes the information foggy and causes it to fade faster than Madonna in London fog. This fading prevents the brain from being able to send the new information into storage.
The hippo of the brain (also know as the hippocampus---does it get a degree there?) is where new memories tend to be stored and it is where Alzheimer’s leaves the most lesions.
Depression may also be attributed to brain fog; you forget too quickly what fun you just had, what happiness you just felt! “I have a loving partner, three wonderful kids, a great job…why am I so sad?”
source: What Does a Hippo Do in the Fog? FMS, MS, Brain Fog from A Stellarlife by Diane J Standiford
This article (and blog in general) is well worth a read! There are also loads of useful links in the side panel there.