The Prophets were a race of non-corporeal energy beings that existed outside linear time. It is not known for certain where the Prophets came from, but some time in the distant past they had constructed a stable wormhole which they were able to reside in. Stretching over 70,000 light years, the Alpha Quadrant terminus of their wormhole was located near the planet Bajor, while the Gamma Quadrant terminus was in the Idran system.
In their natural state the Prophets existed as bands of energy. When dealing with corporeal individuals they would take the forms of others who the individual in question had recently interacted with. Outside the wormhole they could take possession of individuals to communicate with others.
Archealogical evidence suggested that sometime between ten and thirty thousand years ago the Prophets began sending orbs out to make contact with what they considered life forms - namely beings similar to themselves. The orbs arrived on Bajor, making the Bajoran people aware of them. The orbs would grant people who gazed upon them visions and other insights. The Bajoran people soon began to worship the Prophets as gods. Eventually worship of the Prophets coalesced into an organized religion, and became the dominant religious faith on Bajor.
At some point in the past the Prophets exiled a number of their own from the wormhole to the fire caves on Bajor. The exiles, led by Kosst Amojan, became known as the pah-wraiths. They would occasionally cause trouble for the Prophets, and would from time to time possess individuals that could help further their aims.
In the Earth year 2331 a Prophet traveled to Earth and possessed a human female named Sarah in order to ensure that she married Joseph Sisko and that the future Starfleet Officer and Emissary Benjamin Sisko was born. After her son's birth, she left to return to the Temple. Never having been in love with Joseph, Sarah left him. Joseph soon remarried and the two led the younger Sisko to believe that Joseph's second wife was his mother.
In 2369, the Prophets met Benjamin Sisko for the first time. He spent several hours conversing with them, and they helped him come to terms over the death of his wife Jennifer. Before leaving, Sisko signed an agreement on behalf of the Bajorans to allow safe passage to the Gamma Quadrant, which for better or worse provided a shortcut to an area of space that would otherwise be over 70 years away at maximum warp.
During the war between the Alpha Quadrant allies and the Dominion, the Prophets intervened on behalf of the Bajoran people, preventing Dominion reinforcements from reaching the Alpha Quadrant. With the Dominion's military advantage lost the Federation and its allies were able to push the Dominion back to Cardassian space and ultimately win the war.
After the war, Sisko went to confront the pah-wraiths and their minion Dukat. By forcing Dukat and the Book of the Kosst Amohan into the flames, Sisko was able to ensure the pah-wraiths and Dukat stayed trapped forever in the fire caves. Sisko was taken into the Celestial Temple by the other prophets, and spent several months in their company before returning to corporeal existence for the birth of his daughter.