Interesting idea, but the data doesn't support it.
While Massachusetts has 858 people per square mile, the population density of Minnesota, 68.1, is almost identical to Mississippi, with 63.7 people per square mile.
U.S. Census data also shows a significantly higher percentage of residents with internet connectivity in both Minnesota and Massachusetts, and significantly lower percentage in Mississippi. (Sorry, the source, http://www.census.gov/prod/201..., doesn't list the exact percentages, but I'm sure they'd be available if they were relevant.)
If density were that much of a factor, I would expect the states with similar density to have similar connectivity rates. The data doesn't bear that out.
Comparing the average ACT scores of the three states, Massachusetts comes in at 24.1, Minnesota at 22.8, and Mississippi at 18.7. Minnesota is closer to Massachusetts than Mississippi.
It's also worth noting that Minnesota's more recent governors have made statewide high speed internet a priority to help grow the economy.