The park is right across the road from the Gulf but there isn't much beach if any. We stayed there in May of 2018 and the park was like a new penny likely thanks to Katrina. Big water park and pool but they didn't open until Memorial day back then.
The town of Waveland just north of the park was ground zero for Katrina and it was pretty much destroyed. Visit the museum there. The town itself is cute with good restaurants overlooking the water.
Just south of the park is a casino but when we went there it was run down and dirty. Biloxi to the north has much better casinos.
The Stennis Space Center is at the first interstate exit in Mississippi if you are coming from the west. It's worth a couple of hours and has a bus tour thru the more secure areas. You must stay on the bus during the tour.