If Kennen is played from hidden, I can stun units where I want, right?

No. Kennen's "When you play me... stun a unit" is a play effect, and Rule 811.1.d.2 requires play effects of hidden cards to target only units at the battlefield where Kennen was hidden. So if you play him from Hidden, your stun target must be at that same battlefield.

The exception: if Kennen later attacks, that trigger is a regular triggered ability (not a play effect), so it can stun a unit at any location. (FAQ #11770)