It doesn't even have to be a hazy day. My first crossing was KOK-DVR at FL45 in CAVOK conditions. Even with 10k viz, the horizon at FL45 is more than 10k away. So the blue-grey from the sea melts into the grey-blue from the sky. It takes a very conscious effort to look sideways, underneath or even behind you for a coastline, shipping and other things and using that as a reference instead of the horizon.
Without an IMC or IR rating, I don't know what the best tactic is in such a situation. Flying lower will give you a more clearly defined horizon but increases the time you're out of gliding distance for land. Relying solely on the artificial horizon without the benefit of IMC/IR training carries a few risks as well. Me, I was very happy that I took a plane with an autopilot and I knew how that worked.
Don't worry too much about this though. Obviously the route you're going to pick, and the altitude, is going to take this into account. If the weather is not optimal, choose the shortest crossing available.