The first step is to choose your era. It can be during one of two eras:

1. The Cardassian occupation of Bajor that went on for fifty years leading up to the beginning of Star Trek: Deep Space Nine. If you're a Bajoran, you're a slave laborer, sexual slave (or as the Cardassians like to call them, "comfort women/gentlemen," usually the former), or Resistance fighter struggling for freedom. The Ferengi bartender Quark or one of his waiters on the space station Terok Nor are options. Being a Cardassian soldier or agent keeping the Bajorans in check are, alas, also possibilities.

2. After that period when a liberated Bajor is an ally of the Federation but not quite ready to join. You can be either a Bajoran (Militia, priest, or entrepreneur are possibilities) or a Starfleet officer posted on Bajor itself or Terok Nor, now called Deep Space Nine. Again, Quark or one of his waiters is a possibility. So is a surgically altered Cardassian spy who poses as a human or Bajoran.

Proceed and may the Prophets be with you!