I've heard people say they don't like that Sisko was made to be a Prophet himself. Well if you watch this episode it makes all the sense in the world.
The writers definitely had a notion of what they wanted to do with the characters even this early on. A few things were a little "off" as opposed to what we would get used to in season 1, hair and makeup, certain vocal deliveries, BUT almost all of the characters fit into their roles very early on.
Definitely the best and most tightly focused pilot of all the series. There is hardly a wasted scene.
As an aside, I pretty much know the entire episode by heart. Before the DVD's came out I bought the VHS for some outrageous price at a Suncoast. $26.95 or something like that. Since that was the only one I had, I must've watched it at least 50 times over the years. But I can still watch it and not get too bored even now.