Server based OpenVPN vs router OpenVPN

Hello,
I'm a noob so perhaps this makes no sense at all but only way out of the hole is asking so here I come.
My mobile carrier doesn't want me to connect to my home network via FTP, in fact it has all ports down except internet, so I want to set up an OpenVPN server so I can connect to my home network and perhaps also Windows Remote Desktop through my laptop.

What is the difference, if any, between setting up an OpenVPN server on my server machine vs using an OpenVPN on a dedicated router, like an AC66U?

Thank you very much!

I run an OpenVPN Server to get access to my home network.
I chose the server version because I only had my ISP's provided router at the time (and still) which sucks for anything other than providing internet access, but I did have a Server so it was an easy choice.
Running the OpenVPN Appliance for ESXi which was very easy to setup. Assigned 1 core, 512MB RAM and it uses 2.5GB disk space. Fills up the 100mpbs connection at home with no problem. Uploading / downloading from home NAS with 10MB/s

So if your router could handle it, would you go the router way rather than a using a server?
It's my first time using OpenVPN and I have no idea what to do first :D

If you router can do OpenVPN, have a go I would say :)
But be sure what kind of VPN it is, haven't heard of a router doing OpenVPN.
And research if it is doing encryption etc, so you are sending password etc encrypted / safe.