Is your server Linux based?
I can't give you an entire guide, but I can show you a starting point.
First install 'tcpdump' via apt-get (debian) or yum install (centos).
Then:
nohup tcpdump -i tun0 'tcp[tcpflags] & (tcp-syn) != 0' -K -q -C 2 -W 20 -w /etc/openvpn/log/tcp.log &
The above command will start a tcpdump session as a background service. The output file will be in pcap format, so you can use Wireshark or tcpdump to analyze the log.
The tcpdump command filters can be quite complex, and allow you to capture specific activity. For the above, it will capture TCP connection requests ( tcp[tcpflags] & (tcp-syn) ) so you can see which sites/ip-addresses/ports are being accessed. The advantage of this is that it keeps the log size small. If you receive abuse complaints, this 'should' be a sufficient amount of logging to link the complaint to a specific user (if you log which user has which lan ip.. that will be a separate task -- using client-connect script).
If you require full TCP logging for purposes of deeper packet inspection etc, you will have to look up the man page for tcpdump, and change some of the flags.