I think I know what you are talking about, which is the fog covering the door after the tower knight in 1-2?
If so, you need to get an arch demon's soul which is the final boss from any of the other worlds. I would highly recommend playing to 2-3 as that boss is rediculously easy. Once you've killed the final boss from another zone, you can return to the end of 1-2, and the fog will go away.
Hope this helps.
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