In O'Neill's autobiographical play, the fog horn represents the search for understanding/safety. As a fog horn leads seafarers through dangerous, dark waters, so does the play lead O'Neill through the dark waters of his youth. He wrote the play as a therapeutic way of dealing with his difficult upbringing - famous alcoholic father, morphine-addicted mother, 2 lost brothers (one in infancy and another to to alcohol and a lack of direction). He gave it to his wife as an anniversary gift, as she was the one who inspired him to deal with his demons. She published it after his death.
Just as a fog horn cuts through the dark fog, O'Neill cut threw the ghosts of his past to find a brighter life.