Here's what we know:
* Mesprit's Movement: Mesprit is often depicted traveling freely around the world, not bound to a specific location like a cave.
* Elusive Nature: As a legendary Pokémon, Mesprit is designed to be difficult to find and catch, adding to its mystique.
* No Concrete Evidence: There's no official confirmation of Mesprit using caves as hiding spots.
It's important to remember that Mesprit is a fictional creature. While there are different interpretations and fan theories, the official canon doesn't provide specific information about its hiding habits.