A fresh install of OpenBSD does not include any graphical environment beyond the basic XFree86 (soon to be X.org). If you want to run Gnome you must add it yourself. Fortunately, Gnome and it's graphical login manager (gdm) are available in the ports and as packages. Assuming you have a working XFree86 config (not explained here) perform the following steps to install Gnome and gdm.
These steps are written for OpenBSD 3.6. Other version might use different versions of the Gnome software so the package names may change.
1. Locate your OpenBSD mirror. A list of Mirrors is available at http://www.openbsd.org
2. Install the gnome software. This can be done via the ports which is the long way and not recommended, or as a package. To install the required packages, do the following.
# pkg_add ftp://someopenbsdmirror/pub/OpenBSD/3.6/packages/ARCH/gnome-session-2.6.2.tgz
Where someopenbsdmirror is you local mirror and ARCH is you machine architecture. Look in the /pub/OpenBSD/3.6/packages/ directory to find the name of the folder that matches your machine architecture.
This will take some time (depending on your internet connection speed).
3. Once this is done you can launch gnome manually, but most people will want it launched automatically by some graphical login manager. Gdm, which is the Gnome login manager, is a fine choice and it's available as a package. To install it, do the following.
4. Once this is complete you have everything you need to run Gnome and gdm. You most likely want gdm launched at startup and there are a variety of ways to do this, but a simple way to do it is to add the following line to the end of /etc/rc.local
/usr/local/bin/gdm -nodaemon &
5. Remember to add /usr/local/bin to your PATH environment variable if it is not already there or Gnome will fail to launch.
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