Getting "Cannot ioctl TUNSETIFF tun: Operation not permitted" when trying to connect to OpenVPN
Looks like this is a simple matter of sudo.
sudo openvpn client.ovpn worked a treat.
Creating the TUN or TAP adaptor requires privileges that you possibly don't have - hence the command works with sudo, but not without.
On my system, if the openvpn command is run like this;
sudo openvpn --config file.ovpn
then a device tun0 is created.
Almost always, creating devices requires privileges.