Gnome desktop environment: how to get it working on OpenBSD?

Ideally, you should install the gnome meta-package to ensure that you have all of the required packages installed, particularly DBus - I'd highly recommend you do that.

Once you've installed the gnome meta package, follow the post-installation instructions in /usr/local/share/doc/pkg-readme for the GNOME version you installed (check the file gnome-{version} where {version} is the GNOME version).

At a high level you need to do the following post-installation steps (all detailed in the aforementioned instructions):

1. Add dbus_daemon to pkg_scripts in /etc/rc.conf.local and start dbus_daemon
2. Configure GDM (which it appears you've done)
3. (Optionally) Install avahi_daemon and enable multicast by adding multicast_host=YES to /etc/rc.conf.local.

If you enable multicast, either restart networking (using /etc/netstart) or reboot your machine. When you login again (via GDM), you should be using a GNOME desktop.