VPN - Unique client certificates?

Currently installing the OpenVPN service on my Linux box and stumbled across this in a guide:

All of our clients will also need certificates to be able to authenticate. These keys and certificates will be shared with your clients, and it's best to generate separate keys and certificates for each client you intend on connecting.

http://ift.tt/1BemJwm

May somebody please explain why it's important to generate a pair for each client? Are there security risks if, for example, 2 clients use the same pair? As far as I can remember, my school and workplace does offer one pair for all users if they want to use the VPN service.