Are you traveling by car or by boat? The Mississippi doesn't go to Key West but by boat you can go down the Mississippi to New Orleans and use the Gulf Coast waterway to get to Key West. You will need charts for that, and I don't have access to those charts.
If you are traveling by car, do you want to go down to New Orleans and then follow the Gulf Coast around to Key West? The Gulf Coast part is pretty easy. Not sure about the Mississippi part