Make sure your running kernel and kernel headers are matching when you installed the WireGuard packages, If they do not, then upgrade them. Try rebooting and then see if it will load the kernel module correctly in a terminal by issuing sudo modprobe wireguard && lsmod | grep -i wireguard You might want to give installing and compiling the WireGuard source a try as occasionally packages for dists are not setting up things correctly.
This can happen if you set a MTU that is lower than 1280 in the WireGuard configuration file, make sure it is not set to lower than 1280 and then try again.
An FAQ about why we recommend the WireGuard VPN protocol.
A CLI-based guide with terminal commands for using WireGuard.
How to connect to Mullvad’s WireGuard servers on Windows.
This advanced terminal-only Linux guide will teach you how to use the WireGuard protocol to connect to Mullvad.
This simplified guide will teach you how to use the WireGuard protocol to connect to Mullvad using Linux.
Connect to Mullvad using the WireGuard app on macOS.
How to connect to Mullvad’s WireGuard servers on iOS (iPhone).
How to connect to Mullvad’s WireGuard servers on Android.
Multihop with WireGuard
WireGuard and SOCKS5 proxy
For macOS users who want to use the WireGuard protocol to connect to Mullvad but are unable to use the WireGuard app that requires macOS version 10.14 or newer.
Learn how to run WireGuard on a router.
Simple steps for using WireGuard in the Mullvad app.