In this text I will explain what makes OpenBSD secure by default when you install it. Do not take this for a security analysis, but more like a guide to help you understand what is done by OpenBSD to have a secure environment. The purpose of this text is not to compare OpenBSD to others OS but to say what you can honestly expects from OpenBSD.
There are no security without a threat model, I always consider the following cases: computer stolen at home by a thief, remote attacks trying to exploit running services, exploit of user network clients.
Source: What security does a default OpenBSD installation offer?, an article by Solène Rapenne.