These falls in the North Eastern part of the state was the second reason I wanted to visit Alabama.
It is confusing as Desoto State Park and Desoto Falls are not in the same location though they are near each other. Do your research before you go.
We started at the dam (fee for parking) and then drove back to the trailhead to the falls (free parking). If you make the trail a loop instead of out and back you can also explore some caves.
Beware of the cave crickets! They cover the ceiling!