Bajor is a Class M planet that has some 4 moons. As of the end of the DS9 series, Bajor is currently not a member of the United Federation of Planets.
There is an ancient city called B'Hala located on Bajor that was under the ground for 30,000 years.
Bajor was once occupied by the Cardassians for fifty years; the Cardassian occupiers stripped the planet of its mineral resources and enslaved the populace. A popular guerrilla movement overthrew and expelled the Cardassians; aftereffects of the occupation continued to be felt throughout the run of DS9.
Terok Nor (Deep Space Nine), a Cardassian mining station, was in orbit of Bajor until it was placed under joint Bajoran and Starfleet control after the end of the Cardassian Occupation. After the discovery of the Bajoran wormhole, it was moved to orbit the wormhole's mouth.