[SOLVED]
I'm going to resume the steps to help others:
Clean installation of PfSense
Add OpenVPN server in manual mode, not Wizard
Try to connect a client and take a look at inbounds connections at firewall, select the rule to the 1194 port and Permit it.
Modify the rule to allow any host to connect to the server
That's all, at least for me. I have the OpenVPN server working and clients can ping a host through a second router behind PfSense.
I hope it helps!
Thank you very very much! special thanks to netblues without whom this wouldn't have been possible.
Thanks!