Begin where you are...
Begin with an understanding of Reconstruction.
Continue where you are...
Continue with a history of reconstruction in your area of research.
What is the history of reconstruction in Mississippi?
Did Union troupes occupy areas near where your ancestor lived?
What are the types of records available at the local level? County level? State level? National level?
Although the last slaveholder may be a family with the same surname, don't overlook records that could name that slaveholder. A record produced during the lifetime of your ancestor or one of his immediate family members could provide you with a slaveholder's name, eliminating the need for days, weeks, and months of extra preliminary research (perhaps).
Look for the following types of records:
1) Freedmen's Bank Records
2) Freedmen's Bureau Misc. Records at the Commissioner, Sub-Assistant Commissioner (state) levels. These records include reports of marriages, contracts, complaints, deaths, outrages (assaults), payments (to freedmen laborers), hospital reports, and requests for transportation, information, assistance, and recommendations. School reports, Rations, indentures, abandoned property and, sometimes, lists of freedmen, their slaveholder and his plantation(s).
3) Civil War Service or Pension Records (soldier, survivor, minor children)
4) Southern Claims Commission
5) Land / Tax Records. Pay close attention to the names of those involved. Some newly freed bought the land in the area in which they were enslaved. [This land was 'familiar'. The promise of a bit of the American Dream was inviting. The betrayal of that promise was devastating and a preview of what was to come.]
Don't overlook the following:
6) Congressional Records
7) Local newspapers
8 ) State Archives Collections
9) National Archives Collections
10) Family papers (of potential slaveholders)
11) SURNAME resources
12) Your Local Library (they have printed resources and access to thousands of other resources via interlibrary loan)
There are hundreds of other potential resources. But like eating an elephant, you should pick one and begin a bite at a time.
... tbc ...