1. A computer-implemented method for monitoring a virtual private network (VPN) connection, comprising: under the control of one or more computer systems configured with executable instructions, obtaining, by the one or more computer systems, data that collectively indicate a status of a VPN connection; analyzing, by the one or more computer systems, the obtained data to determine whether a VPN connectivity event related to the status of the VPN connection has occurred; and in response to a determination that the VPN connectivity event has occurred: determining, by the one or more computer systems, whether at least a portion of the VPN connection is incorrectly configured; determining, by the one or more computer systems, a potential problem for at least the portion of the VPN connection based at least in part on whether the portion of the VPN connection is incorrectly configured; determining, by the one or more computer systems, a potential solution to the potential problem; and sending, by the one or more computer systems, electronic information that encodes a notification to a user associated with an account for the VPN connection, wherein the notification indicates that the VPN connectivity event has occurred and the potential solution.