First correction: you will not be playing beside the water. The Biloxi peninsula is a narrow strip with a four-lane highway, a seawall and eight casino resorts on it, and there is no room on it for a golf course. Everything you can play from a Biloxi hotel room is a drive, and most of the good ones are a drive inland, north into the pine country around Saucier and Vancleave where the land finally has some shape to it. Twenty to forty-five minutes covers nearly all of it.
That geography defines the golf. This is not a links coast and it is not Florida resort golf either. It is southern pine and wetland: tall loblolly and slash pine down both sides of a fairway, Bermuda grass, standing water in the low ground, sand that is genuinely sandy, and enough elevation change in the inland courses to surprise anyone who thought Mississippi was flat. Wind matters less than it does on an exposed shoreline and humidity matters far more.
The second thing to understand is commercial. The reason a visitor plays here is almost always a casino package. The resorts have spent thirty years selling stay-and-play, the coast markets itself to golfers from Memphis, Jackson, Birmingham and the Midwest through the winter, and the deal is usually a room on the beach road plus rounds at courses twenty minutes inland. Fallen Oak, the Tom Fazio course that opened at Saucier in November 2006, is the trophy in that arrangement and is tied to staying at Beau Rivage. The Preserve is run by the Palace. The rest of the coast's courses are independent daily-fee clubs that take package bookings.
The third thing is the calendar, and it runs backwards from what visitors expect. Golf high season here is roughly October to April, when the heat has gone and northern golfers arrive; July and August are cheap and close to unplayable after about ten in the morning. Hotel rates run the other way, so a January golf trip to this coast is one of the better value propositions in the American South.
One hard lesson before you plan. The oldest course in Mississippi, Great Southern in Gulfport, opened in 1908 to a Donald Ross design and closed for good in May 2022. Courses on this coast have been lost to storms, to insurance and to developers. Confirm that the course you intend to play is open, this season, before you drive to it.