From the Southern coast.
Augusta, Ga., March 18
--The Savannah News, of this morning, learns from reliable sources that two thousand Federals occupied Jacksonville, Florida, on Tuesday last, and are now throwing up breastworks and entrenchments, and have thrown out pickets two or three miles in advance of this position.
They captured four eavy guns near the city.
The Republican further learns that the Mayor of Jacksonville had issued a proclamation urging the people to remain quietly in their houses.
Steam mills and lumber mills and the foundry, together with one of our gunboats, were burned by the citizens.
The Mayor made his escape.
[This news is confirmed in part by private dispatches received here last night.-- Reporter.]