Well... before you choose a character, on the right side of the character selection, there's some info there about the specific character, and on the info... you'll see what power it has, what
transformation level and the current level it has when you respawn as the character.
And also, it tells you what level you need to transform. So for example, if you were Goku, you spawn at level 750,000. And in the info of Goku, it did say you need at least level 1,750,000 to transform.
And to transform you press Z (default transform/ascending key for ESF) and to turn off the transformation, you presss X (default descending key for ESF). For each character, there is an info... so read that. 
For the sensu beans part, i got no idea where they are scattered... but most maps have sensu beans, you just need to look for them. They look like either brown bags or just those little greenish things (yes, i watch alot of DBZ eps to know what they look like ).
Have fun and good luck.
