I have my own little pet theory about Star Trek: Deep Space Nine. I think Sisko accidently created the wormhole aliens.
In the pilot, they don't appear until his second trip through the wormhole. So my theory is that there was some kind of biological matter on their Runabout and, since they exist outside of time, it evolved instantly and they suddenly existed throughout all time. That is why they chose him as their prophet - he was kind of their father.