In Windows:
Right-click on the OpenVPN GUI icon in the system tray
Select 'View Log' for the connection you are using (the log will open up in a text file)

Hit the 'Ctrl' and 'A' keys (at the same time) to select the entire document
Then hit the 'Ctrl' and 'C' keys (at the same time) to copy it

Go to the email you are preparing and hit the 'Ctrl' and 'V' keys (at the same time) to paste the log into your email
For Mac using Tunnelblick:
Choose 'details' from the Tunnelblick menu on the top right after you have connected to us
Highlight the whole log, and right-click to copy
Tunneblick 3.0 and below:

Tunnelblick 3.1 and above:

Paste into the return email