I think having an entire planet suddenly appear would be an awesome way of introducing a new planet and race too. It can be especially nerving if it's close to Sol. Are they a threat? Why are they here?
So many questions and so few maps to explain them all...
Interesting questions being raised here. First of all, my thought is to introduce to the audience a never before seen Federation member world. How much leeway should I have? Also, I'm under the impression that there are a lot of "unexplored" worlds within Federation space do to the fact there are pre-warp civilizations living on them. Sure they get the cursory intelligence gathering and even some of these worlds have small observation teams deployed (as seen in some episodes), but I wouldn't call that fully explored.
If they're already with the federation, just never mentioned before, than having close to any of the big systems wouldn't be a problem.
I say you have all the leeeway you want, as long as they adhere to the Federation principles. They could follow the rules with resistance though.
Again, the unviverse is pretty huge and all the races ahev their quirks. The more unique, the more interesting the mission will be I think.
Remember that this is still entertainment in the end. Have fun with it and make sure the players have fun playing it!