What you’re looking for is called “atmospheric perspective”, here are some Blender specific resources:
https://www.reddit.com/r/blender/comments/4wb9vw/tips_on_creating_an_illusion_of_distance/
https://www.reddit.com/r/blenderhelp/comments/ljaqo9/how_would_you_achieve_this_kind_of_atmospheric/
https://www.reddit.com/r/blender/comments/tk79b4/how_do_you_make_a_sense_of_scale/