Go to the /etc/rc.local file and add these lines of code before the @exit line.
if ! [ -c /dev/net/tun ]; then
mkdir -p /dev/net
mknod -m 666 /dev/net/tun c 10 200
fi
Now after a full reboot, you should have a working TUN/TAP interface so you can install OpenVPN on your LXC Container.