If Goku's or Vegeta's physical changes confuse you, I will fill you in.
Saiyan
A saiyan comes from the planet plant. After King Vegeta and the other saiyans take over the planet, the planet is renamed planet Vegeta. Only Goku, Nappa, Prince Vegeta, Raditz & Brolly survived the death of planet Vegeta from Furiza's Dark Energy attack.
A Saiyan is always born with a tail. As long as he keeps his tail, s/he can turn into a Oozaru (Giant Ape) with a Full Moon.
Super Saiyan 1
Movie #6 is Goku's first time reaching SS1 when he fought Lord Slug. He didn't didn't look like Super Saiyan, because there was a black tinge to his hair.
Gokou went SSJ1 for the first time offically in the Furiza Saga, after Kuririn is killed by Furiza.
Physical description:muscle mass Incredibily increased, and hair turns Goldish/Yellow and Stands up.
Super Saiyan 2
Gohan was told by Goku to go SS2 (sometimes called, the "desent of a Super Saiyan")in movie #9, he tried to go SS2, but reached a more incredible stage, The Ultimate SS Level, doing so he killed Boujack and his crew. This level is incredibly more powerful than SS1. SS1 was frequently used in movies #4-9, but SS2 had more immediate results. SS1 proved in stopping Boujack's crew, it was inefficient. When Gohan reached SS2, he easily overpowered the aliens.
Officially, Gohan was the first and first reached SS2 in the cell saga, just about when he used his one-hand ka-ma-ha-ma-ha to destory Cell.
Physical description: Alot greater muscle mass than SS1, and a few more inches of blond hair also pointing up. Occasionally accompanied by zapping silver lightning (which happens every once in a while)
Super Saiyan 3
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A fight with Majin Buu made Goku first reached SS3 witnessed on Dragonballz. Majin Buu could overpower SSJ3 Gokou, but this level did destroy Fat Janenba in movie #12. SSJ3 was also used in Dragon Ball GT, but Gokou couldn't hold it due to his little body's lack of strength, although he does reach Super-Saiyan Level 4.
Physical Description: Gokou's physical appearance is more lean and menacing looking, with about 4 and half feet of flowing blond hair and a larger muscle mass. Also in this form the Saiyan is Very Quick and Fast while the first two kinds of SS is slow and sluggish.
*Note* Only Gokou and Gotenks have achieved this level. No other Saiyan's have achived it, but others have gone past this level (Vegeta goes SSJ4)
Super Saiyan 4
To some,this isn't a SSJ level, seeing that Goku and Vegeta doesn't have blond hair. This is also the only stage with a tail (Well Saiyans already have tails, but they grow it back in this form). In SSJ4, Goku is almost god-like, and he can use "Times 10 Kame-hame-ha." or "Ultimate Kame-hama-ha
Physical description: Although Goku was wished by the Dragon Balls to become a child again, in SSJ4 form, he has his normal adult body with a bit more muscle mass. His upper torso is covered in redish/brown fur, his hair is black, and his eyes are red rimmed, pretty wicked actually.
Oozaru
Ahhh yes, Oozaru, when a Saiyan stares at a full moon, he/she will change into a 45-foot tall, monsterous monkey or grollia called a Were-monkey (Oozaru, in Japanese, translates to "Big Monkey). This is possibly the most powerful level under SSJ3. All Saiyan (excluding Goku and Gohan) will be able to control themselves during this stage (although in Dragonball GT, it is implied that Vegeta couldn't control himself in Oozaru form, but Bebi could.) It doesn't matter which full moon they look at (in Dragonball GT, Gokou turned Oozaru by looking at the full Earth from Space. And, Vegeta had the ability to create a pocket-sized full moon when he first arrived on Earth to fight Gokou and Gohan that made him turn into the Oozaru.)
*Note* A Saiyan must have a tail to be able to turn Oozaru. If the tail is cut off, they revert to normal. If the tail is pulled out by the roots, the Saiyan will not turn Oozaru ever again.
Ougon Oozaru (Golden Oozaru)
A level that was achieved by Gokou and Bebi-Vegeta in Dragon Ball GT. This is the most powerful form of Oozaru, actually, the most powerful of all stages that a Saiyan can achieve, maybe. Demonstrated by Gokou in DBGT episodes 38-40, when he swatted Bebi-Vegeta all over Planet Plant (Bebi's recreation of the Tsufuru home planet.) The main physical difference with the Ougon stage, is that the fur is yellow instead of brown. Also before Planet Vegeta was taken over by the Saiyan-jin, it was also called "Planet Plant", of coarse before renamed to Planet Vegeta
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