You should run MySQL as the mysql user, not as the super user, i.e.:
# mysqld_safe --user=mysql
The FreeBSD port adds the mysql user&group when the package is installed for you, I don't know if OpenBSD also does this; Create the user&group if they don't exist yet.
Does the /var/mysql directory exist? Also make sure it is
chown(8)-ed to mysql:mysql
Additionally, you
must run
mysql_install_db to create the default MySQL administration database after you have first installed MySQL, remember to run it with the --user=mysql argument.
Please
do read the mysql_install_db manual linked above, there are additional arguments that may be needed (i.e. --basedir).