This type of fog is the most common type along the Southern California coastline.

An advection fog forms when warm moist air flows over a cold surface and cools down from being in contact with this cold surface.

Warm air, incidentally, is not necessarily any more "moist" than cooler air (in this context, "moist" means that the dew point temperature is relatively high, though the dew point depression is not necessarily small...in the case of advection fog formation, though, the dew point depression is probably on the small side). For an advection fog to form, the warm air had to be moistened somehow with water vapor. Frequently, the source of the vapor is a large body of water.

For Southern California, the waters next to the coastline are cold relative to the waters further out. So when the sea breeze blows from out at sea toward land, the warm moist air from out there flows over the colder coastal waters and cools down to its dew point, forming a fog.