WireGuard is a modern, fast and secure VPN tunnel. It allows to hide your real IP address and bypass most of the blocked internet resources in Russia such as Facebook, Instagram, LinkedIn and others. OpenBSD has an in-kernel support for WireGuard so they fit together very well.
In order to set up a server and/or a client on OpenBSD, there's this wonderful article:
Setting up a client is a little bit different on different platforms but everything comes down to creating a configuration file like this one:
[Interface]
PrivateKey = VerbitimClientPrivateKey
Address = 10.0.0.2/32
DNS = 1.1.1.1,1.0.0.1
[Peer]
PublicKey = VerbatimServerPublicKey
Endpoint = 95.216.161.229:51820
AllowedIPs = 0.0.0.0/0, ::/0
Note that Address must be the same as the server's configured AllowedIPs for this client. Endpoint is the server's address. And you create a single [Peer] entry on the server for each client you would like to connect.