If the OpenVPN server machine is a single-NIC box inside a protected LAN, make sure you are using a correct port forward rule on the server's gateway firewall. For example, suppose your OpenVPN box is at 192.168.4.4 inside the firewall, listening for client connections on UDP port 1194. The NAT gateway servicing the 192.168.4.x subnet should have a port forward rule that says forward UDP port 1194 from my public IP address to 192.168.4.4.