What you've got is definitely an Ambystoma larva. But without a better close up, I'm not sure what species it is. You're right about why it can't be a slimy salamander (Plethodon mississippi) - they have direct development, and so don't hatch with gills.
I'm a MS resident as well, although I'm in the southern half of the state most of the time. I know that Ambystoma opacum larvae were out and about by Jan 1st near Clinton, MS, and Ambystoma talpoidium had laid eggs around that time. Ambystoma maculatum started migrating about mid-January near Clinton. In NE MS, there should be 4 spp of Ambystoma; maculatum, opacum, talpoidium, and texanum.