Some think it the height of 1337ness to compile/build your Operating System. It is an interesting skill to learn, but for adds no value or unnecessary complexity to your OpenBSD installation process.
The significant value in learning how to build your kernel and userland, is to make sure you know how to quickly deploy patches that may occur after the operating system has been released (and deployed in your environment.) Learn how to build/compile your OpenBSD to prepare yourself for ‘patching’ your deployed systems.
For those who hack on the code, please excuse the above.
If you are learning how to compile/build so you can track the ‘current’ development, remember: