The episode begins a plot arc that will run through all remaining episodes until the finale. Each episode from this one on is one continuous cliffhanger - a storyline continuation never used before in any other Star Trek series. DS9 itself had done this before, on a smaller scale, with the first six episodes of season 6.
This episode is the first part of a ten-hour, nine-part series finale, advertised as "The Final Chapter".
Weyoun mentions a Son'a outpost in this episode. The Son'a are the main antagonist in Star Trek: Insurrection (1998). It is mentioned in Insurrection that the Son'a are indeed allies of the Dominion and are a key manufacturer of Ketracel white, the drug used by the Jem Hadar.
When Sisko says that his falling in love with Bajor and wanting to spend the rest of his life there "wasn't part of the masterplan," there is a subtle irony at play insofar as his attachment to the planet and his love for the Bajoran people were indeed very much part of the Prophets' masterplan.
Worf's reference to the fact that Trills are forbidden from becoming involved with someone with whom they had been intimate in a previous life recalls the episode Rejoined (1995).