Kira's line "That's the thing about faith. If you don't have it, you can't understand it. And if you do, no explanation is necessary" is a paraphrase of a quotation from St. Thomas Aquinas, which reads "To one who has faith, no explanation is necessary. To one without faith, no explanation is possible."
This episode is considered to be Part II of the "Emissary Trilogy", with Part I being Destiny (1995) and Part III being Rapture (1996).
This episode marks the first time the Prophets say "We are of Bajor, *you* are of Bajor" to Sisko. This statement initiates a thread in the overall plot of the series that would not be explained for 62 episodes, in Season 7's premier, Image in the Sand (1998).
Quark reminisces about a Ferengi children's book he read to young Nog, quoting the line "See Brak acquire. Acquire, Brak, acquire!" This is a nod to Dick and Jane, a series of books designed to teach small children to read, which famously used the phrase "See Spot run. Run, Spot, run!"