The Siege of Vicksburg was so important because it allowed the Union to control the Mississippi River.
When the Union was able to take control of the Mississippi River, it essentially cut the Confederacy in half. Along with this, the Confederacy was now very limited on how it transported their goods, ammunition, and soldiers. The Mississippi River served as a constant source of travel for the Confederate soldiers.
The Siege of Vicksburg was the beginning of the end for the Confederacy.