The view from a moving train supplies the metaphor. Nearby scenery is clear, just as relatively recent events can be studied through many sources and points of reference. Farther back, the record becomes obscured, accounts diverge, and missing pieces leave blank spaces. Historians try to fill those gaps by finding additional sources. Academic or professional training teaches that research skill, though sustained independent study and good resources can teach it too.
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Why the historical record becomes misty
The "mists of time" describe an older historical record in which sources grow scarcer, accounts diverge, and gaps become harder to fill.