I'm using a relative path to 'client.conf'. What could be going wrong?

Relative paths are interpreted relative to the directory from which you're running the OpenVPN command. Ensure that the relative path in your command is correct, considering the current working directory. It's often safer to use an absolute path to avoid ambiguity. For example, instead of `openvpn client.conf`, use `openvpn /path/to/client.conf`.