Dax was somewhat 'lost' as the PTB had it in mind that she would be a wise old sage in a young woman's body, its only in Season 2 that they realised that someone with 300+ years of life and experience would be up for embracing more of it and up for going out on adventures--though lots of shows have characters like that, whose initial pitch doesn't work and only over time find out just where they fit in the show.
Absolutely. I was co-writing a DS9 novel at the time and Dax was the one character I could not get a handle on; heck, even when they did an episode titled "Dax," she was in a coma for most of the ep. She didn't really get a consistent personality until later on.