OpenVPN Support Forum

I setup the esxi appliance and went through the initial setup guide, and have successfully tested getting the client, isntalling it on my laptop, and connecting to my OpenVPN appliance, so everything is working great. My question is, I never went through a process of generating certificates during the setup. Does the appliance just automatically configure a self signed one, and distribute it to the client when you connect? (when I initially connected, I received the message that the certificate was not valid) I guess my question is, am I already using a secure connection by default, or are there further steps that I need to take, short of purchasing a valid certificate?