The POP3 daemon popa3d has been retired from the base system.
identd rewritten and is no longer called via inetd
smtpd config changes (and keep in mind this is the default MTA in the upcoming 5.6 release)
Java is no longer available on i386
Multibooters: mind your /boot!
In general: Read the FAQ! Updated for each release, and always available at http://www.openbsd.org/faq/
Also: Read the man pages! All commands have one (and most configuration files too!).
Upgrading? Read the upgrade FAQ! Updated for each release (and incrementally for -current), the 5.5 one is at http://www.openbsd.org/faq/upgrade55.html