There is a great and easy to follow tutorial from DigitalOcean here: digitalocean.com/community/tutorials/how-to-set-up-an-openvpn-server-on-ubuntu-16-04.
Edit: It seems as though this post is rubbing people the wrong way. I'm sorry to anyone offended by this post, that was not my intent. In my mind, one can simultaneously watch out for their own safety online and advocate for sensible internet policy.