The following tutorial gives a very in-depth tutorial on how to do this so I recommend just following that : https://www.digitalocean.com/community/tutorials/how-to-set-up-an-openvpn-server-on-ubuntu-16-04
The only extra items I did were:
I encountered one issue however, the VPN would connect using tunnelblick on Mac, however the public IP did not change. I followed the trouble shooting guide here : https://tunnelblick.net/cConnectedBut.html The resolution was to edit the /etc/openvpn/server.conf file and uncomment this line : push “redirect-gateway def1 bypass-dhcp”