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This is half-true. The plague was caused by a "fog" (smoke actually) but not in the way that you think.
The plague wasn't caused by fleas brought in by rats. This is the standard explanation based on Germ Theory, and completely false.
The plague was caused by coal. The plague coincided with a time in which people were replacing traditional sources of heating like peat moss and others with coal from mining.
Mined coal contains a bunch of toxic chemicals (pic related) that went into the air up with the smoke, and people breathed them in and got sick.
In a way, it was true that merchants brought the plague in, but not through rats, but with the toxic coal they brought into cities to sell.
The proof for this is that the parts of Europe that were isolated from trade and didn't receive coal (Poland being the greatest example), and kept burning traditional sources of fuel for heating didn't get an "epidemic" of the plague.
