Can anyone explain ST: Deep Space Nine to me?

So I was watching the last episode of Season 2 and the first few episodes of Season 3, when I realized that I'm completely lost and the show has ceased to make sense to me. I tried to look up summaries to see if anyone can put these episodes into a more understandable context, and I'm still confused. We see Sisko betray his orders and his chain of command by collapsing the wormhole, yet the show continues on as if nothing ever happened at all. What happens at the end of Season 2 and the beginning of Season 3? I feel like I've been taken on a mental trip, of sorts.

Did you finish watching the 2nd episode of season 3? It was revealed that the DS9/Defiant crew (aside from Odo & Kira) were put into a sort of Matrix to see how they would respond to the Dominion threat under a certain set of circumstances, but when Odo discovered that his own people were the Founders of the Dominion (the Founders, a.k.a. the Changelings, are the masters of the Dominion, with the Vorta being the diplomats to outside races plus liasons to the Jem'Hadar, who serve as the soldiers), he demanded that his comrades be set free and they be allowed to leave, under the threat of violence.

As no Changeling has ever harmed another, and they don't want the first to happen now, they let everyone go. While certain episodes of DS9 up to this point have alluded to the Dominion, with the last ep. of season 2 showing you the first glimpse of what they're capable of, the first two episodes of season 3 mark the beginning of the cold war between the Dominion and Federation.

Thank you so much for trying to ease my confusion here. So the founders of the Dominion put the DS9 crew into the Matrix to see how they would handle an attack waged against the station? I don't understand the plan. Or did I read that wrong?

I feel so mishmashed in those 3 episodes, I don't understand what's real, what isn't, or what's supposed to be happening. All I remember after those 3 episodes is that there an insane amount of screen shaking. It literally feels like they shook my brain into mush. And my main man Garak, dies in the weirdest way I can even conceive. I miss him already. (Or did he die only in the Matrix? **** I'm confused. I've honestly never seen more confusing television in my life. It feels like I'm watching The Wire or something).

Simple enough:

After the death of his wife at Wolf 359 when the Borg attacked, Sisko has been in a deep depression and is questioning his effectiveness as an officer. He wants to ensure a better life for his son but isn't sure exactly how he can do that. Then he is assigned to Deep Space Nine, formerly named Terok Nor, after the Cardassians have left Bajor and the occupation of that world and it's people has ended.

His orders are pretty clear: Help Bajor in their rebuilding efforts and eventually help them to become a member of the Federation.

Upon the discovery of the wormhole that leads 70 thousand light years to the Gamma Quadrant, DS9 and Bajor become a very important strategic sector.

At the end of season 2, a new threat that has only been hinted at is revealed, they call themselves The Dominion. They are ruled by the Founders, a race of shape shifting beings who desire to force order onto a chaotic universe in revenge for the way they were treated in the past. They use the Vorta and the Jem'Hader as their diplomatic and military arms, the Vorta are clones who believe that the Founders are Gods and will do whatever is demanded of them, the Jem'Hader are also clones, but as soldiers they are sent in to kill and destroy anyone who will not do as the Founders demand.

At the opening of season 3, Sisko is given command of an experimental Federation warship, the Defiant, she was built as one of many new ships classes designed to combat the Borg should they ever attack again. He is ordered to seek out the Founders and try to make diplomatic overtures in the hopes that the fight that resulted in the destruction of the USS Odyssey will not happen again.

But the plan fails and the Defiant and her crew are taken hostage when the Jem'Hader attack and board the ship.

As this was happening, Odo manages to get away from the ship with Kira and they land on a world instead the Omarion Nebula, which turns out to be the homeworld of the Founders. Odo, being delighted at having found his people, considers staying but after learning who they are and their intentions he decides to not return to them and instead returns to Deep Space Nine with Sisko and crew.

Sisko and crew were held in a kind of virtual simulation so that the Founders could see what kind of threat the Federation and the rest of the Alpha and Beta Quadrant posed to them, in the simulation the Federation made a treaty with the Dominion while the Romulans were left out from the treaty negotiations, because of this the Romulans threatened to go to war and Sisko and crew tried to prevent it by collapsing the wormhole and ending the treaty with the Dominion.

This information showed the Founders exactly what they wanted to know.

It's pretty much the opening into what will become the Dominion War, I strongly recommend continuing to watch the series from the very beginning to the very end to see it really develop. It's an excellent series.

I agree with @Smokescreened84's final statement. DS9 is a great series and you should try and watch it all the way through. By the end the show get's intense and we get a glimps of what a full fledged war is like in the Star Trek universe. I feel thatt DS9 inspired the concepts of continuing story arch which lead to shows like the Battlestar Galactica remake and Falling Skies etc.

I went back and rewatched, I was under the influence of alcohol and another 'poison' and the episodes caught me off guard. I totally get it now, but thanks for the explanations. And I am watching it all the way through, I'm almost done with season 4.