This episode was inspired by the Heaven's Gate cult led by Marshall Applewhite. In March of 1997, Applewhite and 38 other members (including the brother of Star Trek (1966)'s Nichelle Nichols) committed suicide, believing they were aliens and their bodies would be transported to a space ship hidden behind a passing comet. The group has an official website, which is still accessible today.
In the original script, Dukat was the leader of a group of aliens. However, this was changed because the Cult of the Pah-wraiths had already been established when the Bajoran wormhole was closed in "Tears of the Prophets", and again in "Image in the Sand".
In the scene where Dukat locks Mika in the airlock and then opens it, Mika isn't blown out into space as would happen upon opening a pressurized airlock to open space. Considering the slowness of the airlock outer door opening, it would have been a very messy death.
The trivia items below may give away important plot points.
For the scene where the baby is born, the producers at first opted for an animatronic baby because there are very strict rules regarding how much prosthetics you apply to a child. They hired the people who created the Chucky doll for Child's Play (1988), but the effect was more spooky than intended. It looked like "Chucky with a Bajoran nose." When they first shot the scene, with Dukat holding the baby up it produced howls of laughter because the baby looked so phony. The scene had to be reshot with a real baby instead.