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.
Kennen is all about the stun. He is more of a support than a carry
I go for mejal's as its easy to rack up your stacksm as kennen is hard to kill if played properly. You should aim to always kite your opponent and move in when you have energy + cooldowns.
Kennen does nice damage but not masses like some of the other ap champions so its important to keep connecting your Shurikens when its off cooldown. last hit a minion throw your shuriken and hit a champion sat behind it. movement speed is also key hence the utility build. you could choose to take movement speed quint's and coupled with Lichbane this menas you will find it easier to apply your marks.
In team fights you should be in as early as possible but not too early. try let a tank initiate but then get yourself in their so you can apply you marks, get some stuns and prevent anyone from getting away. This is where i find zonya's ring most useful as you will be targeted in most team fights as you have relatively low hp.
Just be conservative - grind champions down and that blow them up with your burst damage and you should do just fine ;) keeping your stacks is imperative but you shouldnt be dying much unless your caught off guard. your lightening rush will be enough to get you out of most tricky situations.