As of this year, Mississippi doesn't use tags. Hopefully, that will change in the next year or two. You can get a license over the counter at just about any sporting goods store or store with a Sporting counter. You can get them directly from MDWFP and they will mail them to you, but its just as easy to go to Wally World.

You can hunt all day and there is a good bit of public woods. Check on the WMA's, though. Some of them are draw permit only for the first 2 weeks.