Running OpenVPN on Debian GNU/Linux 7 (wheezy)

I recently watched a video in which Wendell kinda convinced me that I should make my own VPN server. So I started to give it a try without any Linux knowledge whatsoever. But I just couldn't find a guide that provided all required steps for me (as a complete Linux noob) to do it. The biggest problems seem to be that OpenVPN and easy-rsa came kind of preinstalled with my server and I installed these anyways and also, I dont have things like systemd, so for example I couldn't run systemctl restart openvpn@server.
I literally spent hours trying to all this to work. But in the end the only thing that seemed to work was the certificate generation.
But after editing a lot of files, generating client keys just failed with:

  Please edit the vars script to reflect your configuration,
  then source it with "source ./vars".
  Next, to start with a fresh PKI configuration and to delete any
  previous certificates and keys, run "./clean-all".
  Finally, you can run this tool (pkitool) to build certificates/keys.

...which wasn't mentioned in the guides that I looked at...
and starting OpenVPN with service openvpn restart (of which I don't even know if it would start OpenVPN as server) failed too:

[FAIL] VPN 'server' is not running ... failed!
root@root:/etc# service openvpn restart
[ ok ] Stopping virtual private network daemon:.
[....] Starting virtual private network daemon: serverSIOCSIFADDR: No such device
: ERROR while getting interface flags: No such device
SIOCSIFDSTADDR: No such device
: ERROR while getting interface flags: No such device
SIOCSIFMTU: No such device
 failed!

I copied and moved so many files and installed/uninstalled openvpn etc so often that I don't even know how to revert my changes and start from scratch. I don't think I have the rights to instal a different OS on the server and I can't even use the sudo command. But I can use the root account.

So maybe someone of you could tell me how to get OpenVPN running on Debian wheezy. I'm just falling into despair. :(

Hak5 did a two part video on this subject.

Link 1: https://www.youtube.com/watch?v=C7VYmaWjfvU

Link 2: https://www.youtube.com/watch?v=BU4kTgnjzj4

If you have access to the UK BBC, they also have a video and text on setting up OpenVPN.

Link video: http://www.bbc.co.uk/programmes/p02xrq5m

Link text: http://www.bbc.co.uk/news/technology-33548728

You've nothing to lose but your time, so knock yourself out.

But this is about Ubuntu and Raspbian. They are way too different. The simple fact that OpenVPN and easy-rsa where preinstalled in an unusual location (as far as I can tell) is difficult enough for me.

And btw I only have SSH access, so I can't do all that fancy UI stuff.

Is this for a VPS? Sometimes if they're using openvz they disable the tap/tun device in the kernel, so you might need to see if you can enable it in the control panel or contact their support and see if they can do it for you.

This is a pretty good guide, it's for ubuntu but ubuntu and debian ae pretty similar.

I tried that tutorial, ahd a ton of problems with it because I had to adjust evry single file path and many other things.
And then ./build-key client1 failed, saying that some "vars" file is not set up properly to build the key...