If I play Kennen from Hidden, can I stun a unit in a different location?
No. Kennen's "When you play me... stun a unit" is a play effect, and Hidden restricts play-effect targets to units at the battlefield where Kennen was hidden (Rule 811.1.d.2) — so the stun target must be at that same battlefield.
The exception: if Kennen later attacks (played normally, not from Hidden), that trigger is a regular triggered ability, so it can stun a unit at any location. (RiftJudge FAQ #11770)