This could be for a variety of reasons.
The most common fix is a simple reboot.
If that fails, try running the OpenVPN client as Administrator
If that fails, check your network interfaces for an interface of the type “TAP Windows Adapter V9”. Note its current name, and try changing this to tun0.
Step 1 or 2 typically fixes things. 3 is something we rarely have to try, and should only be attempted after trying 1 and 2.