I have a headless pc running FreeBSD. The disk is encrypted so I want to watch the boot sequence to check when it ask for the passphrase in order to put the key.
So I wanted to ask is there a way to create a small Oled screen with arduino getting the POST messages from the pc through serial or USB connection?
Not in general. After you figure out how to access "console serial" boot messages on your PC, pick an Arduino and a screen and post with those details.
Adafruit has a great collection of screens, and libraries for displaying text and graphics.
Wouldn't be a simple LED enough to indicate "enter the password now"?
Instead of playing around with an Arduino + OLED ... I would just add a small monitor, they come in smaller sizes than 24" also