For sixty years the Cardassian people had occupied the planet Bajor, looting it of all valuable materials and terrorizing, imprisoning, or killing the Bajoran people. Lucky Bajorans were put to work in Terok Nor, the Cardassian ore processing space station orbiting the planet. In the year 2369, at the beginning of the series, the Cardassians were drove from Bajor by the Bajoran resistance cells. The United Federation of Planets was called in to take command of the station in a joint operation with the Bajorans to protect the planet, and it was renamed Deep Space Nine.
A stable and artificially created wormhole was discovered by the Federation only a short distance from Bajor. It was found to be a link to the Gamma Quadrant, approximately 90,000 light years away. The Bajorans and Federation made a joint claim to it by moving Deep Space Nine to the mouth of the singularity. The Bajoran Wormhole opened many new opportunities--and later problems--for the various people of the Alpha Quadrant. Odo (Chief of Security on Deep Space Nine) hoped to find other beings like himself; the Bajorans were hopeful that it would attract other races to the area thus helping them rebuild their world; the Ferengi saw it as a gateway to great new business opportunities; and the Federation was excited to make new scientific discoveries and first contacts with unknown species in the Gamma Quadrant.
Perhaps the most important prospect the wormhole presented was that it was also the Celestial Temple of the "Prophets" (beings which the Bajorans perceived as their Gods). Commander Sisko (Commander of Deep Space Nine) had been told by Kai Opaka (Bajor's spiritual leader) that most of the magical orbs sent to the Bajoran people by the Prophets were missing after the Cardassians abandoned Bajor. One was found in the wormhole when Sisko made first contact with the Wormhole Aliens (the Prophets), who named him their Emissary. Sisko was not comfortable with his new role, and matters were further complicated when the Cardassians became only too interested in Bajoran matters--they were really after the remaining orbs. Gul Dukat (the commander of Terok Nor during the Occupation) would make frequent visits to the station.
By the end of season one, the stage had been set, and the importance of the Bajoran Wormhole made known. Odo had become aware that his people lived somewhere in the Gamma Quadrant, and Kai Opaka had left Bajor to help a Gamma Quadrant world in ending its never ending war. Deep Space Nine had become a bustling area for commerce, scientific exploration, and diplomatic matters, as well as one of the Federation's key posts because of its strategically important position near the wormhole.