Learn French: Mais il y a une heure, le brouillard est arrivé.

Arriver is one of the specific verbs of motion or change of state (often called the Dr. Mrs. Vandertramp verbs) that require être as their helping verb in the passé composé, rather than avoir.

Does arrivé need to agree with the subject here?

Yes. Because it uses être as its helping verb, the past participle arrivé must agree with the subject le brouillard. Since brouillard is masculine and singular, arrivé doesn't need any extra letters added to the end.