We know that Odo was one of the 100 changelings sent out by the Founders to explore the galaxy.
We know Odo was found adrift in his natural gelatinous state in the Denorios belt in the Bajoran system.
We know Dr Mol did experiments on him not knowing he was a sentient being.
By the events of series 1 - the pilot episode, Emissary - Odo is looking for answers:
Major, I was found in the Denorios Belt. I don't know where I came from... no idea if there are any others like me. All my life, I've been forced to pass myself off as one of you... always wondering who I really am. The answers to a lot of my questions may be somewhere on the other side of that wormhole.
So it seems that Odo travelled a long way, and lost memory of his mission.
My question is: when Odo was sent out as part of the 100 from the Great Link, what gave him amnesia?