DSN started dropping hints in S1 more so during S2 run. re: The Dominion. In the case of DSN it started to get good around S3, and the later season where the culmination of the threads they had been building on.
Sorry to drag up a post from so long ago, but I was wondering what hints from Season 1 you are referring to,
MacLeod? I can't really think of any of the top of my head (well, except for Vortex).
The only example I can think of is the Tosk, who are mentioned to have been bred. It can be inferred (but never stated in canon) that the same race who made the Tosk also made the Jem'Hadar for the Founders.
The name "Dominion" doesn't appear on screen until season 2, and its not clear
when the writer's decided that a massive Federation-sized government was ultimately going to exist in the Gamma Quadrant.