We get the opportunity to learn more about Dax, in “Facets”, as Jadzia undergoes a Trill ritual to meet her previous hosts via sci-fi magic. Then, in “The Adversary”, the crew of Deep Space Nine meet a changeling.
Trekabout Episode 183: Facets/The Adversary

Name
-I think Memory Alpha quotes Behr as wanting Keiko in this episode but being unable to get Rosalind Chao, thus Leeta.
Eric Brasure
-Ah! That makes a little more sense.
Seth
-Loved “The Adversary,” particularly Odo’s reaction to the death of the other shapeshifter.
I can’t believe the blood test wasn’t a reference to The Thing. It’s almost beat for beat with that movie.
Eric Brasure
-Oh, it totally was. We just spaced on it.
Niner
-Really enjoyed the Adversary but like you the O’Brien comment about SIsko being the best captain in Starfleet really bothered me. Rewatch TNGs The Wounded and see him say that he has served with the 2 best captains in Starfleet, Picard and Maxwell (the one that went rogue that episode). Now we have the 3rd best captain?
Think the writers missed that one. I like to think it adds a little character shading to the Chief. Yes he is the everyman but also a serious kissass.
Eric Brasure
-Hahahahahaha! I LOVE the idea that O’Brien is a sycophant!