Active OpenBSD development is known as the -current branch. These sources are frequently compiled into releases known as snapshots. Active development sometimes pushes aggressive changes, and complications can arise when building the latest code from a previous point in time. Some of the shortcuts for getting over these hurdles are explained on this page. In general, it's far better to use the OpenBSD upgrade procedure with a newer snapshot, as developers will have gone through the trouble for you already.
Make sure you've read and understand how to build the system from source before using -current and the instructions below.
You should always use a snapshot as the starting point for running -current. Upgrading by compiling your own source code is not supported.
Most of these changes will have to be performed as root.