Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
It's wise not to start being aggressive until you have the giant's belt in the rylai's. After that it's pretty much up to you. I usually don't initiate but you just lightning rush your *** in there then use maelstrom and it rapes.
Early Game - Kennen is pretty useless, so you'll want to try to get as many marks of the storm on an enemy as you can so you can stun them. Just harass a lot and you'll be fine.
Mid Game - Kennen is a big necessity for team fights for his AOE stun + damage.
Late Game - Because of his damage and AP he's gonna be feared and is most likely going to be the first to get killed.