Well, for Delta Gamma, I received some New Member Education materials (i.e. Pledge Manual) which I read from cover to cover.
If you do not have a pledge manual, you may wish to get a Sigma Kappa one, as it will make your membership more meaningful...also, glean what you can from the Sigma Kappa website (perhaps there is an alumna who can loan you her pledge manual). Also, an Alumna was made available to me as a New Member Educator, and she was able to answer a lot of my questions. If you don't already have a pledge manual (new member education materials, since pledge is a "no no" word now), I would either ask the Alumnae President about it. If she does not have one, you could contact Sigma Kappa HQ directly, explain that you are to be initiated as an alumna initiate, but that you don't have a pledge manual and how can you get one? (Be prepared to give your name and the name of Alumnae President who extended the invitation to membership, so that they know that you are a legitimate person).
You may not have to know the Mission Statement word for word, but I would certainly know that basics like the Founders' names, Date of Founding, what are Sigma Kappa's colors, philanthropy, etc.
Don't worry about knowing absolutely everything there is to know about Sigma Kappa, because it would be impossible. You will find that in your years of membership, you will continue to learn new things about Sigma Kappa all the time. A wise DG once said to me that she was still learning new things about Delta Gamma, and considering that she was a former National President of Delta Gamma, that helped set me at ease! And indeed, I *am* still learning new things about DG all the time.
Good Luck and enjoy your initiation!