I'm using Ubuntu 14.04. I originally wanted auto-connect VPN upon login, but after much trial and error and connection issues it looks like my network manager is corrupt.
When I try to connect Wifi by clicking Network Indicator -> VPN Connections -> (My VPN) I got no acknowledgment from the GUI that it could not connect.
When I did tail /var/log/syslog, I got:
Aug 25 19:59:01 NetworkManager[1041]: <warn> nl_recvmsgs() error: (-33) Dump inconsistency detected, interrupted
Aug 25 20:00:07 NetworkManager[1041]: <info> Starting VPN service 'openvpn'...
Aug 25 20:00:07 NetworkManager[1041]: <info> VPN service 'openvpn' started (org.freedesktop.NetworkManager.openvpn), PID 3544
Aug 25 20:00:07 NetworkManager[1041]: <info> VPN service 'openvpn' appeared; activating connections
Aug 25 20:00:07 NetworkManager[1041]: <error> [1408993207.745279] [nm-vpn-connection.c:1374] get_secrets_cb(): Failed to request VPN secrets #2: (6) No agents were available for this request.
Aug 25 20:00:07 NetworkManager[1041]: <info> Policy set 'MY WIFI CONN' (wlan0) as default for IPv4 routing and DNS.
Aug 25 20:00:13 NetworkManager[1041]: <info> VPN service 'openvpn' disappeared
Best Answer
In my case selecting the password option "Store the password for all users" got it working. All other options produce the mentioned error.