DS9 entailed a "serious" approach for the franchise. After TOS and TNG light-hearted, sometimes childish, plot, the producers decided to expand on the Bajoran side of the series. Bajor,a former Cardassian Empire annexed and occupied planet, is now free thanks to its resistance and the Federation. During the Cardassian occupation, Bajorans were submitted to painful torture methods, biogenetic experimentation and slave labouring -sounds familiar? As in Poland during WWI?-. Comparisons can't be avoided; it is what it is. It must be highlighted that the show never mocks nor parodies the events of WWII. All episodes have been written with respect and the main characters are the most likeable of any of the franchise's iteration until now, including the new film.
However, the first three seasons were slow, really slow but they served to bring about the Bajoran world, culture and myth that, in the end of the series, became the core of the plot. The Bajorans faith has been built upon the Prophets -as in Jewish Prophets?-, entities from an extradimensional realm [separated from the space time continuum] that communicate through Orbs, light-emmiting bubbles of energy of different colours. These orbs are quite powerful since they can be used to predict the future, among other things. That is why the Bajorans, the Cardassians and the Federation keep fighting each-other, to possess and control those orbs. the story takes place on an abandoned Cardassian station that, coincidentally, happens to be close the only stable wormhole to the Gamma Quadrant. This wormhole becomes active after the arrival of commander Benjamin Sisko, the new federation station commander. Curiously, when the wormhole opens, he gets swallowed by it and inside he finds the Prophets; they tell him he is the new emissary -as in Mosses or Enoch-. So, after all the trouble that Bajor has gone through, the new Federation ambassador to Bajor and the emissary of the Prophets is a human, A HUMAN! Bajorans are very superstitious people and, as a consequence, their clergy becomes over zealous about this "celestial happening" since their followers will likely do as the Emissary says instead of their bidding: this is the main plot of DS9, control over the population by religious means. Later after season 3, things change due to the discovery of a new galactic superpower from the Gamma quadrant, The Dominion. To put it simply, it is a sort of huge guild comprised of several other guilds [warriors, traders, scientists and spies] controlled by a small group of "anamorphic" aliens that pose as gods to all this minor guilds -yes, gods... oh, the irony!-
It is a shame that this show had to compete against Babylon 5, a nice show though ridiculous: after season 4 the Prophets became entities capable of possessing humanoid bodies and giving them godlike super powers -sad-. By the end of the show the Federation, the Cardassians, The Dominion, the Bajorans, the Prophets and the Romulans [?] were mixed together to bring about a conceptual mess that came from poorly mixing together fantasy and science-fiction genres just for the sake of ratings.
Note: DS9 FX hadn't been nice until season 4, when the producers decided to go full 3D CGFX to compete against Babylon 5 [again] since B5 was built around this FX standard from the beginning, which awarded it an Emmy for Outstanding Visual Effects, an accolade that Star Trek lacks.