The battlefield at Vicksburg is cool, if you like that sort of thing.
Port Gibson used to have a great place to eat lunch…forget what it was called…maybe “The Depot” because it was in the old railroad depot. Buffet style, Southern cooking. Dunno if it is still in business or not.
I think there’s a blues museum in Clarksdale. Morgan Freeman lives there, and may have a restaurant there. If you want to visit a bit of civil rights history, the Tallahatchie County Courthouse was where the Emmet Till case was tried.
Tupelo has the house where Elvis was born. From Philadelphia, you could go back to the Natchez Trace north to Tupelo, which is also your straightest route to Oxford–you’d take Hwy 6 West to Oxford from Tupelo.
If you like nature, you may want to take the Natchez Trace Parkway from Natchez to Jackson…it’s prettier north of Tupelo, but that section of it isn’t bad…and there are places to pull over to read historical markers and such.
Casinos exist in Tunica, Vicksburg, Natchez, Philladelphia, and on the coast.
There’s an agriculture museum in Jackson. Also a restaurant there where you can get a plate lunch. Best burger in that town is at C.S.'s on West Street. You really don’t want to go there at night, but it’s reasonably safe in daytime. You want the “Big Inez” burger.
Lynyrd Skynyrd’s plane went down between McComb and Natchez…think there’s a marker or something on the spot.
Be advised that Mississippi has a few dry counties, and is a criminal offense to possess alcohol in at least some of them. Rankin County, outside of Jackson, is one.