What is the purpose of the fog barriers?

I've recently started playing Demon's Souls, and I was wondering what use the fog barriers served. There aren't any prerequisites to go through them; you only have to hit X to "Enter Fog" and the barrier then disappears. You can freely run back the way you came, so it doesn't seem to be a one-way gate that blocks you from exploring earlier areas of the level. Is there some purpose I'm missing or that is explained later in the game? Does it trigger a save? I'm clueless here.

Solution 1:

They simply divide an area from another. If you put down a soul sign (using the blue eye stone or red eye stone) it will disappear if you enter an area marked with a fog barrier. (you will have to put down again the sign if you want to be summoned) Consider them as doors to other areas of the level. No big deal ;)

Solution 2:

I think the purpose is for you to be afraid of entering, like in 1-2, the fog leads to Tower Knight... 2-2 the fog leads to framelurker and so on.

If are entering the fog for the first time you should be afraid of what lies beyond ;)