Most visitor centres are a rack of leaflets you could have found online. This one earns its place, and the reason is the shape of the city.
Biloxi has no centre in the way a walkable town does. Its attractions are spread along roughly ten miles of US 90 and the back streets either side of it, and the things people most want to do here are conditional: the ferry to Ship Island runs seasonally and is cancelled in bad weather, the lighthouse climb runs on a schedule that moves, the beach carries water-quality advisories after heavy rain, and several of the museums a visitor has read about are across a bay in a different county. Somebody behind a desk who knows the answer today is worth more in Biloxi than in almost any other city this size.
The building stands on the north side of Beach Boulevard beside the Town Green, directly across the highway from the Biloxi Lighthouse in its median. The Katrina Memorial is on the same green, a short walk away. Parking is free, and given that free parking on the beach road is otherwise a matter of finding a space on the frontage, that is a practical reason to start here.
Inside there are exhibits on the city's history — the seafood industry, the storms, the casino era — along with restrooms, a gift shop and printed material that is more current than most of what is online. It is also where lighthouse climbs have been organised from when they are running.
Twenty minutes is usually enough. Come at the start of a trip rather than at the end, ask three specific questions rather than browsing, and treat the answers as more reliable than anything you booked from home. The one thing worth confirming here before you plan a day around it is the Ship Island ferry, which sails from Gulfport, not from Biloxi.