Thick fog around delta (5)
I believe the answer is:
midst
'thick' is the definition.
(I know that thick can be written as midst)
'fog around delta' is the wordplay.
'fog' becomes 'mist' (mist is a kind of fog).
'around' indicates putting letters inside.
'delta' becomes 'd' (phonetic alphabet: alpha, bravo, charlie etc.).
'mist' enclosing 'd' is 'MIDST'.
(Other definitions for midst that I've seen before include "Where one is surrounded by other things" , "Among, amid" , "Centre" , "Central part" , "In the middle of (archaic or literary)" .)