a cat
The poem describes the fog as having a back it rubs on the window-panes. This immediately eliminates blanket as an option since the blanket doesn't have a back. Also, it later talks about the fog having a tongue, which a blanket does not have. It's also not a rat. A rat is often described with much more negative traits. The words "slipped" and "leap" are not usually descriptions for rats. A prowler also has a more negative connotation than what is portrayed in the poem. There is no indication that anything has been stolen. Also, at the end, the fog simply curls up and goes to sleep. It is much more peaceful than a prowler or rat would be.