Read the middle / end part of the OpenVPN error log carefully!

There can be a few reasons, the OpenVPN log window always gives a good hint WHY, check your connection log and compare it against the Knowledgebase here or here in 98% of cases you can solve this fully on your own already.

For example one log entry could look like below, or similar:

"You should be able to create a TAP-Win32 adapter by going to Start -> All Programs -> OpenVPN -> Add a new TAP-Win32 virtual ethernet adapter."

In this case the fitting KB article would be https://support.nvpn.net/Knowledgebase/Article/View/121/21/there-are-no-tap32-adapters-on-this-system