I recently started another run-through of DS9 from the start, and I noted what I think is the first time DS9 really becomes DS9.
In Battle Lines, the conversation between Kira and Opaca when she doesn't want Opaca to think she's a violent person, and she tells her that she can't move forward until she accepts the violence that is part of her.
I think that episode set the tone for the entire development of her character and the entire presentation of Bajor. Before that the series had the premise set up but didn't do much that couldn't have happened in other Trek series. We knew what Bajor had been through before then, but it wasn't established as the anti-Federation ally of the Federation, and the later episodes in season one solidified that theme.
When was the first moment of DS9 that you think really established the feel of the series, separate from other Treks?