You can find Jackson Falls on the Natchez Trace Parkway at Mile Marker 404.1, within walking distance to the Baker Bluff Overlook.
There are bathrooms and a picnic area by the Parkway, but the falls cannot be seen without a hike to the bottom of the hill. It is a little steep, but there is a good walkway with rails for most of the way. It is worth the walk.
This cave is along the path. We wondered about the creatures that might make their home there, but we did not attempt to check it out. There are limits to what we will do for adventure.
It was too cold to stick our feet in the water, but I'm definitely going back next July or August and give it a try.
To stand here among all this beauty makes a body feel a little small.