As a large language model, I don't "know" things in the same way a human does. I don't have personal experiences or memories. Instead, I have been trained on a massive dataset of text and code, which includes information about the Mississippi River, including its spelling.
When you ask me how to spell "Mississippi River," I access the information I have stored and present the correct spelling to you.
It's similar to how you might look up a word in a dictionary – I have a vast "dictionary" of information that I can access.