The formation of the Delian League - with Athens at its head - came about due to a complex of factors, among which was the fear of the imminent return of Persia.
Despite the victory Greece had against Persia in 479 BC, the Greek attitude toward Persia after this victory was still one of fear.
The Persians had essentially set a precedent for the Greeks: they kept coming back. (This fear was not unjustified; it was rather based in reality, as the Persians did indeed come back later, on more than one occasion.)
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