A friend of mine was installing OpenBSD for the first time, and came
upon a minor roadblock. Em didn't realize that you should really
install all system software sets unless you're looking for a whole
world of issues any sane person may not want to deal with. Part of me
wanted to say to my friend: "Read the FaQ and get stuffed!", I didn't
cos that wasn't the best idea to say to a new user.

I understand if devs and any contributor feel(s) like my initial
reaction, but would it hurt to add a 1/2-line warning?:

...
[[LIST OF SETS]]
You probably want to install all sets if you're new. See
https://www.openbsd.org/faq/faq4.html#FilesNeeded for more information.
Location of sets? [cd0 disk http nfs or 'done'] default

I am flexible where this comment can be added, there's a couple places
that seem alright for different reasons.

It might be a good idea to add this just so people are better
informed about the system in a place where they might footgun
themselves. Linking to the FaQ header could go a long way to teach the
behavior of reading docs, if not already set in stone before coming to
OpenBSD.

Thoughts? I'm considering writing a diff if more end users than myself are interested.