Does it matter who filed divorce first or whose served first?

Normally, I would expect CA to go first. It is the date of service which usually controls, but there are other factors which vary from state to state so I would contact a Mississippi lawyer also.

In California the relevant date is not first to file but first to complete service of papers on the other party. I am ignorant as to whether Mississippi does the same or has a different view. If both states believe they have jurisdiction, typically the two judges will have a private phone call and determine which state has it. Questions of Mississippi law are better answered by Mississippi counsel, but my guess is you need an attorney to show up in court in Mississippi, very clearly making a "special appearance", and seek quashal of service if she claims to that court that she made it. If she admits she did not serve you, I do not see how the hearing there can proceed.

When two cases have been filed in two different jurisdictions, the party who was served first is under jurisdiction of that court. This is California law. A different state may have a different law, but due process would dictate, based on your facts California has jurisdiction to hear the case and Mississippi does not have jurisdiction over you yet. If children are involved in the case, ultimately the home state of the children will prevail over the jurisdiction issue.

If you haven't been served, then the Mississippi case cannot go forward. The person who serves first wins, not the person who files first.

In California it is who first serves not files. But you still have to deal with the Mississippi court. That is called a conflict of law problem. You should continue on the California suit and see if the California Judge can call the Mississippi Judge and try to figure it out.

It does not matter who files first nor who is the Petitioner and who is the Respondent.