Instantly, we have a Commander who is much more conflicted than Picard ever was, one willing to hold a child hostage to get what he wants, and one who isn't even sure he wants to be in Starfleet any more. We have conflict between characters in the same chain of command. We have a much darker setting, and one that's clearly going to lead to some unpleasant places.
But more interesting, in some ways, is the discussion between Sisko and the wormhole entities. Where his discussion of linear time might as well be a statement of intent about the series as a whole.
"But in the end it comes down to throwing one pitch at a time, and seeing what happens. With each new consequence the game begins to take shape. But you have no idea what that shape is, until it is completed. ... In fact, the game wouldn't be worth playing if you knew what was going to happen."
In other words, this series isn't going to be a series of standalone episodes, after each of which we are reset back to where we were**, but will instead build, one atop each other, and take us towards a shape that will not be fully understandable until the whole thing is laid out behind us.
And, as a scene shortly thereafter makes clear, there are some consequences that you cannot be prepared for. I shall look forward to seeing what they are.
*I haven't seen that much of DS9 - I was sharing a flat at the time with people who weren't watching it, and it wasn't until I got a Tivo, several years later, that I regularly watched episodic TV. I've always been rubbish at tuning in at a specific time to watch things. However, I do know bits and pieces of the larger arc, and I know that it's much more arc-focussed than TNG.
**Something that TNG wasn't _always_ stuck with, but was true a lot more than it wasn't.
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