By default, the OpenBSD kernel runs at securelevel 1 (see the init(1) manpage for more info on securelevels). This may be a problem for some X servers which need access to /dev/kmem.
Xservers seem to barf out on startup - you try and try and try to configure X using /usr/X11R6/bin/XF86Config, but when it starts an X server with your configuration, your display goes black and stays that way. suk.
Make sure you have a kernel built with option XSERVER and option APERTURE. Then uncomment the following line in /etc/sysctl.conf:
machdep.allowaperture=1to enable the X aperture driver (which allows specific access to /dev/kmem for your Xserver). Reboot. Configure X. For more information, see /usr/X11R6/README.