You can just add following line to your ~/.xinitrc:
If you don't have an .xinitrc, just create one.
If you want to have debug information about i3 start then you can use
exec i3 -V >> ~/.i3/i3log 2>&1
in your .xinitrc.
You will just have a terminal login and no fancy GUI, but I prefer it that way.
At the moment you have to type
startx manually after login, but it shouldn't be a big problem to startx from your loginshell. Normally you can just add a line to your ~/.zprofile or whatever shell you are using.
Disclaimer: This works on ArchLinux, but should not be much different on openBSD. Please do correct me if I am wrong.