OpenBSD's X comes with xdm(1). The X display manager.
To have it start on boot, you add one variable setting to /etc/rc.conf.local, which sets xdm_flags to null. Here's a command to do that without an editor:
# echo 'xdm_flags=""' >> /etc/rc.conf.local
startx looks for an .xinitrc file in the user's home directory, to start specific window managers and graphical applications. xdm uses .xsession files in like manner.
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