Legendary Pokemon

Well, that's because it's possible to obtain HM04 Strength before obtaining even the third badge. You haven't obtained HM05 Defog yet, obviously. (By the way, you can use HM04 Strength when you get the sixth badge).

Go back to Pastoria City, and go in the Safari Zone. There should be 2 or 3 people visible on your screen right after you pay the fee and enter the Safari Zone. Talk to a guy on your right and he'll give you HM05 Defog.

Legendary Pokemon are like super rare Pokemon that you can only see once or twice in the game. Like Dialga, for example. There's only one of him. If you kill him or catch him you can't just go and find another Dialga like the other pokemon. You will eventually meet up with the 4 legendary Pokemon in the game
(Dialga, Mesprit, Uxie, and Azelf). It kind of makes you. You were supposed to get Defog in the Great Marsh in Pastoria City to get to Celestic Town easier. A guy gives it to you.

Legendary Pokemon are strong one of a kind pokemon. They can be found in different places. There is mesprit, uxie, and azelf, which can be found at the lakes. There is also giritina which can be found on spring path. There is dialga which can be found in the spear pillar. There Is heatran who can be found in stark mountain. There is rotom which can be found in the tv at the old gateau. There is cresselia that can be found at fullmoon island. There are a few others too but those are the main ones. And you receive the HM defog from a person in the safari zone right up front when you enter the game and talk to them.