At the headwaters of the Mississippi. (Like the verse in the Indigo Girl's Ghost:
The Mississippi's mighty, but it starts in Minnesota
At a place that you can walk across with five steps down.
And I guess that's how you started, like a pinprick to my heart
But at this point you rush right through me and I start to drown..
Alright so the last two lines aren't relevant, but you can indeed walk across it -
the stream that leads from Lake Itasca, pictured here, which marks the start of the Missippi -
in five steps, which many kids behind me were doing when I took this picture.)

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