W second? Wait what? Idk what build you're going but I'm not surprised you're posting this. Let me go through everything just to make sure we're on the same page. My Kennen build goes as follows:
R>W>Q>E. If you're against a Ryze, Swain, Yorick AND you're loosing the lane by getting zoned out, then go R>Q>W>E.
9 hybrid marks
4 flat armor seals, 5 scaling HP seals
9 flat MR glyphs
3 flat AP quints
25/5/0. Points straight down the AP path for a casual mage and add 3 points into Brute Force and 1 into Martial Mastery (AD side). Explained more in detail lower. But basically, you'll almost always be the one harassing and you take very little damage. This is optimal.
Items [standard path] (you can always switch a few things up. Like getting a seekers early, or some like spell vamp, etc):
(x2 if you back with FB or ~500g)>
>
>
>
You can always get other items of course, this is just a standard 6 item build. Zhonias is your core, you MUST get it LATEST 2nd item (excluding boots as an item).
Okay, unless you're against the 3 champions I've mentioned above, you RARELY will get poked out of lane because Kennen will be the one harassing the enemy out. Your
(maybe x2), hybrid pen marks, the AD in your mastery, will allow your autos to hurt. Your main harassing tools are your autos and W passive + W active, THAT'S ALL. The enemy will most likely be behind minions, so forget about getting your Q to land. That's also the main reason why you don't max it first. You'll rarely get to hit an enemy early on. Unless you're getting zoned out and need to farm, then Q first is important. Your E will put you into harms way, so only use it to stunt the opponent if you can follow up with other attacks (Q or ult + ignite) and you know you can kill the opponent.
Kennen requires practice, trust me. Kennen, for me, was the most difficult champion I had to learn. I remember LOOSING A TWISTED TREELINE BOT GAME, because I had no idea how to play Kennen whatsoever. It made me want to quit practicing him, but I didn't. Now he's part of my best champion pool. PRACTICE MAKES PERFECT! Look at pro players commentary on Youtube. Search : Kennen season 5 on Youtube. Maybe all you need is to see someone in action so you can get the feel of it.