jggimi really hit the nail on the head. It's going to take a well-thought plan and understanding of your needs and vulnerabilities, as well as a better understanding of pf and OpenBSD, before you can start to appreciate the security it can provide.
I would personally start small. Instead of putting in a bunch of rules you may not fully understand, start by learning how to do one thing. For instance, figure out how to block ssh (port 22) but allow everything else. As you learn things, figure out ways to test your changes to see if they are actually working as expected. Do your homework and ask questions here... it's not like we're holding back