The Prophets, also known as "wormhole aliens" (mainly by Starfleet personnel) are non-corporeal extra-dimensional entities that reside in the only stable wormhole known to exist, in the Bajor system. The Prophets' origins remain unknown, however they have identified themselves as being "of Bajor", and have proven to possess exceptional abilities with a vulnerability to chroniton radiation.
In their natural state the Prophets appear as blue translucent energy capable of rapid movement throughout any environment. When communicating with visitors in their own domain, the Prophets are able to take the appearance of someone familiar to them by probing their conscious mind. However, in normal space the Prophets can only physically communicate with outsiders by possessing a body and use it as a vessel. The host is conscious of what is happening but has no control over its actions.
The Prophets have no sense of linear time so it is likely they live outside of the normal space-time continuum, however their existence as been recorded on Bajor for at least 30,000 years.