Where is the Mississippi dlta located in Mississippi?

The Mississippi River delta is in Louisiana, not Mississippi. It is in the peninsula in the southern part of the state that sticks out into the Gulf of Mexico.

The above answer refers to the actual river mouth delta, however the term "Mississippi delta" also refers to the alluvial floodplain region of the state of Mississippi that is famous as the birthplace of the style of music called "Mississippi Delta Blues", or simply "the Blues". The region occupies roughly the northwestern quadrant of the state.