As far as installation and daily use go, you probably won't notice much has changed in OpenBSD 6.5. There was a ton of work done in areas of hardware support and network-stack enhancements.
If your console supports it, you may notice a new default console font (called "Spleen"). I've seen this on my OpenBSD-Current laptop for a few months. At first, I didn't really like it, but it's quite readable and has grown on me when working in text-only mode. I'm considering setting it as my default xterm font as well.
If you use OpenBSD-CURRENT with snapshots, however, there's already some fun stuff unfolding there, with sysupgrade(8) among them. This makes in-place upgrades a breeze. While it's not available in OpenBSD 6.5, upgrading from one release to the next should get a lot easier in about a year's time. The 6.6 to 6.7 upgrade will be the first supported release with this tool, unless they backport it to 6.5 with an errata/patch -- unlikely, indeed...
Here's our new sysupgrade utility in action: a fully unattended snapshot upgrade with just one command. https://t.co/wRF8jlHvA6 pic.twitter.com/NVOO9yHTns— OpenBSD (@openbsd) April 26, 2019