The gas mask is essential for braving the dangerous lands outside of the eye of the storm, because toxic gas will eat up your health unless you have one equipped. If you’ve already acquired a gas mask from a buy station or crate, your player will equip it automatically once you break into the storm.
Keep in mind, going into a gaseous zone with a mask triggers an uninterruptible animation of strapping it to your face, which leaves you open to enemy fire. There is a long list of pissed-off Warzone players who were ganked in the middle of a firefight, just because they took a step out of the circle and the animation was triggered.
Besides this setback, traversing out of the circle with a mask can be a great strategy. Players can acquire equipment unavailable to their opponents, or sneak up on them by busting out of the haze like Rambo with a HAZMAT suit. Keep in mind, the mask’s respiration only works for a certain amount of time, so don’t go in too deep without an exit strategy.