This error message (in my experince) most often means that one side (either the client or the server) is set up for TLS auth, but the other side is not.

Check both configs and fix this problem.

To add it to a client
Copy the file /etc/openvpn/ta.key from the server to the client
and then edit /etc/openvpn/myVpn.conf

# If a tls-auth key is used on the server
# then every client must also have the key.
tls-auth ta.key 1