This was possibly all you needed to do:

echo 1 > /proc/sys/net/ipv4/ip_forward

>I tried setting it up on a VPS on Ubuntu the other day, got it installed after doing some config files, connected to the tunnel, could access the server but not the wider Internet. Made about 4-5 config changes per a bunch of Stackoverflow posts then gave up since nothing worked.

I ran into this also. The docs are quite bad, in the sense that they assume a lot on the part of the reader and only cover a fairly simple use case.

To give a counterpoint.

I have both OpenVPN and wireguard set up, running my own server/"server" peer... First OpenVPN because that's what I used before wireguard was around (and now keep as a fallback that I never use). OpenVPN required a lot more fiddling e.g. to get a ca+client certs for auth set up, find a config that works for each OS where I have clients, etc. And then again some more work because client certs expired, and again more work because the distro changed some things and required a different config suddenly (not really OpenVPN's fault)

wireguard just worked for me, except I first forgot to enable port forwarding / the NAT stuff on the interface on the "server" peer so that I could route all traffic through it (other people already remarked about that), not just have a point-to-point to it. The point-to-point stuff worked immediately tho without having to sprinkle any magic pixie dust on top first.

Setting up a "server" is always more intricate be it OpenVPN be it wireguard, tho. But once I had two peers in my wireguard setup up and running (the "server" and the first client) adding more clients was a breeze compared to doing the same in OpenVPN. All in all, it was like 10 mins of fiddling in some testing VMs and a bit of googling, and then a couple of more minutes to apply what iIlearned and set up the real "prod".