The writers realized Odo was in love with Kira mid-way through season 2 ("Necessary Evil"). A lot of Odo/Kira fans knew 'something' was there as early as the first few episodes in season 1. Odo, the grumpy curmudgeon (especially the first couple of years), is unfailingly solicitous and patient with Kira. There is this bond between them that we see starting with "Emissary" and it grows and deepens over the years. It's so much fun to watch those early seasons and ferret out those subtle undercurrents that can go by unnoticed if you aren't looking.
Then there's Kira's not-so-subtle seduction of Odo in "Dramatis Personae'. She might have been possessed by an Alien Entity, but I've always thought Kira was subconsciously acting on the signals Odo was sending out (without either of them knowing it). I don't think Odo would know to call what he felt for Kira as "love" at that point - only that he recognized some connection he couldn't identify.
