Catching the First Morning Light

I'm up before the sun most days, but don't always get the chance to capture photos of the first light. For photographs, iIt can only be compared to the light just before sunset, but I think the morning light has much more going for it.
Fog, dew, haze, frost- so many little things that add interest to a photograph, not to mention to a morning walk. While these moments can be captured, it's almost impossible to capture the feeling of being immersed in "the morning." You need your other senses to get the full experience.