Seeing it on your PC
OpenVPN Connect, a VPN provider's app or the OpenVPN GUI connecting out to 1194.
Should you block it?
Normal outgoing for an OpenVPN client. Only an OpenVPN server needs it incoming.
Check it on your PC
Run this in PowerShell to see what is using port 1194 right now, and which program owns it:
Get-NetUDPEndpoint -LocalPort 1194 -ErrorAction SilentlyContinue | Select-Object LocalAddress,LocalPort,@{n='Process';e={(Get-Process -Id $_.OwningProcess -ErrorAction SilentlyContinue).ProcessName}}No output means nothing is using the port at the moment. For every connection at once, paste netstat -ano into the netstat explainer.
Block it in Windows Firewall
In PowerShell run as administrator, this stops other computers from connecting to this port on your PC. It does not stop your own programs connecting out.
New-NetFirewallRule -DisplayName "Block inbound UDP 1194" -Direction Inbound -Protocol UDP -LocalPort 1194 -Action Block
Undo it with Remove-NetFirewallRule -DisplayName "Block inbound …", using the same name. If you depend on the service on your local network, this rule stops that too.