- "That's the thing about faith... if you don't have it, you can't understand it. If you do, no explanation is necessary."
The Bajoran religion was centered around the Prophets, the Bajoran name for the aliens residing inside the Bajoran wormhole, which the Bajorans believed was the Celestial Temple. Bajorans thought of these aliens as gods and often prayed to them for guidance. They also believed that everything happened for a reason, as it was the will of the Prophets and that starships were guided by the hands of the prophets while passing the Bajoran wormhole. (DS9: "In the Hands of the Prophets")
Commander Benjamin Sisko was the first man to fly through the newly-opened wormhole. While flying through, he encountered the wormhole aliens which the Bajorans believed to be the Prophets. They spoke to him in enigmatic ways that seemed strangely wise and even prophetic. When the Bajorans learned about Sisko's experience, they identified him with their religion's Emissary. For a long time, Sisko remained skeptical of who the aliens were. (DS9: "Emissary")
The Prophets continued to talk to Sisko and guided him through the Dominion War. They were able to reach him even when he was outside of the wormhole. Eventually, Sisko learned that his mother was a Prophet. He also joined the Prophets. (DS9: "Image in the Sand", "What You Leave Behind")
Over the centuries, a stratified system had developed by which the Bajoran faith was organized. Although the Emissary took precedence above all others, the Kai was the spiritual leader of Bajor, elected from and by the vedeks in the Vedek Assembly. The Assembly ruled alongside the provisional government and its Chamber of Ministers. Vedeks normally presided over religious ceremonies, assisted by ranjens.