Jackson has a humid subtropical climate: long, sticky summers and short, mild winters. The best months to visit are March through May and October through early November, when daytime temperatures are in the 20s C (70s F) and the humidity drops to bearable levels.
July and August are uncomfortably hot and humid — daytime highs above 34°C (93°F) with thunderstorms most afternoons. The southern parts of the state are also tornado-prone in spring; the National Weather Service issues warnings sensibly and you should pay attention.
The Mississippi State Fair runs for ten days in early October at the fairgrounds downtown — Southern food, live music, livestock, fried everything. It is the biggest event on the city's calendar.