Greyhound bus lines does make a stop in the city (typically en route from Yazoo City on the Delta Bus Lines). Bus schedules do vary, so be very flexible with your schedule if this is your mode of transportation. Also, bus service is limited, so you will not find a ticket office or a enclosed bus stop in the city.
There is not a train network in Belzoni; however, the closest rail network from Belzoni is at Greenwood which is about 34 miles (about 55 kilometers) northeast of Belzoni: Amtrak's web page has details. There is no public transit system in the Delta region of Mississippi (or the entire state of Mississippi), so you should either consider arranging transportation prior to your visit, or rent a car at one of the regional airports if you are flying into Mississippi. In the city of Greenwood, you can rent a car at Enterprise Car Rental if you require transportation, but it would be wise to make a reservation in advance.
The closest commercial airport from Belzoni is the regional airport in Greenville (approximately 50 miles / 80.46 Kilometers northwest of the city). There is a private municipal airport with two runways just three miles (4.5 kilometers) south of the city on Highway 49 that is well suited for small single engine aircraft.
It's a very small farming town deep in the Mississippi Delta region, but attempting to see the city by foot might be a little too much for most people. Typically, you would have to travel about the city by car. Be aware, there is not a public bus or a taxi service in this small town.
Cotton, soybeans, and catfish farms as far as the eye can see. There's a few other interesting sights to take in that many people are not aware of.
Visit the annual World Catfish Festival (which occurs every April), which entails a fried catfish eating contest, local music bands, and the crowning of Miss. Catfish. It's an interesting slice of life to see if you happen to be in the area.
Belzoni is a small farming town, andmost of the population earn their living from cotton, soybeans and catfish. There's really not much to buy here, but you might be able to purchase some catfish souvenirs during the annual festival. Mostly people in the area visit the city for the catfish festival, and some blues music enthusiasts may drive by to get a glimpse of the small delta town looking for a juke joint.
You cannot go wrong with staples of fried catfish, baked biscuits, and boiled turnip greens.
There is not a beverage that is unique to this area, but you should try the sweet tea if you'd like. Be prepared to drink tea that is typically by far much sweeter than you may be accustomed to. Those who do not like extremely sweet tea may want to ask for unsweetened tea, and just add sugar to their tastes.
During the warmer months of the year, you should seriously consider using mosquito repellent with a high DEET concentration. This may help reduce the opportunity of becoming infected with the West Nile virus  that is transmitted by mosquitoes. In the Delta region, mosquitoes are awful during the summer months.
In the event you require emergency medical attention, there is a very small county hospital (government owned) in the city. The hospital is called Humphreys County Memorial Hospital, and it is located at 500 Ccc (no that is not a typo) Road (nearby the intersection of Rose Drive and Virgina Street). Determining on the severity of one's illness or injury, it is not unreasonable to expect the patient to be transported to the nearest full-size hospital located at Greenwood, called the Greenwood Leflore Hospital. The hospital in Greenwood is about an hour's drive away from Belzoni.
It's the same way you came into this small delta farming town. If you do not have a car, be prepared to use the Delta Bus Line service, or walk for a very long distance to the next city.