[Baseball field]

BATSMAN: Aggressive. Adversarial.
SISKO: Competition. For fun. It’s a game that Jake and I play on the holodeck. It’s called baseball.
JAKE: Baseball? What is this?
SISKO: I was afraid you’d ask that. I throw this ball to you and this other player stands between us with a bat, a stick, and he, and he tries to hit the ball in between these two white lines. No. The rules aren’t important. What’s important is, it’s linear. Every time I throw this ball, a hundred different things can happen in a game. He might swing and miss, he might hit it. The point is, you never know. You try to anticipate, set a strategy for all the possibilities as best you can, but in the end it comes down to throwing one pitch after another and seeing what happens. With each new consequence, the game begins to take shape.
BATSMAN: And you have no idea what that shape is until it is completed.
SISKO: That’s right. In fact, the game wouldn’t be worth playing if we knew what was going to happen.
JAKE: You value your ignorance of what is to come?
SISKO: That may be the most important thing to understand about humans. It is the unknown that defines our existence. We are constantly searching, not just for answers to our questions, but for new questions. We are explorers. We explore our lives, day by day, and we explore the galaxy, trying to expand the boundaries of our knowledge. And that is why I am here. Not to conquer you either with weapons or with ideas, but to co-exist and learn.

…The Prophets take SISKO back to the memory of his wife’s death, which happened during the Saratoga’s battle with the Borg at Wolf 359.

[Saratoga – Sisko’s quarters]

(Leaning over Jennifer’s body.)
TACTICAL: If all you say is true, why do you exist here?

…

SISKO: What is the point of bringing me back again to this?
JAKE: We do not bring you here.
JENNIFER: You bring us here.
TACTICAL: You exist here.
SISKO: Then give me the power to lead you somewhere else. Anywhere else.
OPAKA: We cannot give you what you deny yourself. Look for solutions from within, Commander.
SISKO: I was ready to die with her.
TACTICAL: Die? What is this?
JENNIFER: The termination of their linear existence.
(as she puts her hand on his cheek)
TACTICAL: We’ve got to go now, sir.
SISKO 2: Damn it, we just can’t leave her here. Oh, no!
SISKO: I never left this ship.
JENNIFER: You exist here.
SISKO: I exist here. I don’t know if you can understand. I see her like this every time I close my eyes. In the darkness, in the blink of an eye, I see her like this.
JENNIFER: None of your past experiences helped prepare you for this consequence.
SISKO: And I have never figured out how to live without her.
JENNIFER: So you choose to exist here. It is not linear.
SISKO: No. It’s not linear.

(source)