When fighting Freiza as Goku, you can only hurt him when you are a Super Saiyan. When he charges up his Death Ball, use the Quick Teleport (if purchased) to get to him and deliver the blows to hurt him or charge up your Super Saiyan meter. Try using only punches and kicks, as he will dodge the Kamehame Wave. It will only hit and hurt him if you are Super Saiyan and if done while he is charging up his Death Ball.