Here I'll take you through all the steps to get started on TryHackMe.
If you need to get your VM setup, here's that post.
Make an account on TryHackMe.com .
Verify your email. Login.
Setup your OpenVPN connection from the Access page.
Download your configuration file. Store it in a location that you will remember. (I make a "thm" directory in my Documents directory)
Run "sudo openvpn YourUsername.ovpn"
Use Ctrl+Shift+T to open a new tab in your terminal since openvpn will takeover that tab.
Run "ip a" to look at your new Tun0 ip address, compare to TryHackMe's page.
Now start learning and playing.