Kenny is super fun. Press R when the fight has started, after the opponents have blown CC on everyone-but-you, run into them. E when you're passing through (not just to get close, but to actually pass through people.) W about 0.5-1 second after you've gotten R onto the enemy team, which will hit everyone with an extra mark. Throw Q whenever possible at whoever, though if you can actually manage to get a carry with it, good for you! Note that you can use skills in cocaine ball mode, just not autoattacks. After you're out of cocaine ball mode, autoattack as well, but get out of the fight - everything else you can do is at decent range and you're squishy. Fight should be over anyway.
The whole point is to cause chaos and mass panic, along with teamwide stunlocking. At any given point in the fight, at least one and up to 5 of them will be stunned. You've done your job.
- Cocaine ball into a fight unless you need it to get close enough. Your E is better saved for causing actual damage. Use Flash and/or Ghost instead.
- Initiate fights without Hourglass available. You're squishy. As much as R is a brilliant initiate, that also only works after you've got Hourglass and know to use it.
Q is also a decent farming tool from distance, and after revolver/wota you can use it for self heal. It's pretty significant.
Read Ego Ignaxio's guide. This is the best tip that anyone can ever give you. And you're making me want to play Kennen now.