Sometimes when I return to Firelink Shrine, I try to leave it (via the front door that you first enter it from). Occasionally, there is grey fog blocking my path. Unlike boss door, I can't just press a button to walk through it. If I wait long enough, it eventually disappears and lets me out of the shrine.
This also happens when I die and respawn there after trying (and failing) to kill the tough swordsman just outside the temple.
What's going on with this fog?