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The Missionaria Protectiva was the Bene Gesserit Sisterhood's "black arm of superstition", responsible for sowing the seeds of superstition in primitive cultures, so that the Sisterhood could take advantage of them when those seeds grew to full-fledged legends. They were responsible for spreading the Panoplia Propheticus (myths, prophecies, and superstitions).
This "religious engineering" spread "infectious superstitions on primitive worlds, thus opening those regions to exploitation by the Bene Gesserit." Panoplia Prophetica provide the opportunity for a Bene Gesserit to later cast herself as a guide, protector, or some other figure in fulfillment of a prophecy in order to manipulate the religious subjects for protection or other purposes. These myths also exploit religion as a powerful force in human society; by controlling the particulars of religion, the Bene Gesserit have a manipulative lever on society in general. The Bene Gesserit also employ the Missionaria Protectiva to prepare the Empire for the arrival of the Kwisatz Haderach.
The superstitions maintained by the Fremen of Arrakis detailed the coming of a prescient son of a Bene Gesserit who would lead them to freedom. This son is referred to as the Lisan al Gaib in Fremen myth. And it is this son that will become the Mahdi of the Fremen and lead them to freedom. Thus, when House Atreides arrived on Arrakis in 10191 AG, the Fremen believed that the prophecies handed down to them through the ages by the Missionaria Protectiva were being fulfilled.
Jessica and Paul take refuge among the Fremen after the attack on House Atreides. With his mother's guidance, Paul is able to make use of the planted myths by claiming to be "Mahdi", a messianic figure from legendary material planted among the Fremen by the Missionaria Protectiva. That the Mahdi legend has been planted on Dune indicates to Jessica that conditions on Dune are truly awful, since this legend is reserved for only the harshest environments where a Bene Gesserit would need the maximum advantage over surrounding influences. Paul's meteoric rise to power is greatly facilitated by his association with the Mahdi legend. Indeed, this appeared to be the case, as Paul Atreides, the son of a Bene Gesserit, became the Kwisatz Haderach, delivered the Fremen from subjugation, and spread a Muad'dib's Jihad across the universe.
Later, the Bene Gesserit plan to use Reverend Mother Sheeana's ability to control the great sandworms to build her into a religious figure around whom they can fashion a mass devoted following, uniting many factions in the universe under the Bene Gesserit and against the forces of the Scattering. This plan would have taken advantage of the groundwork laid by the Missionaria Protectiva thousands of years earlier.