Dragon Ball Z: Sagas - Walkthrough - The Gamers Temple

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Red Capsule
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Red Capsules are the health capsules of the game. You have ten slots for
them, and you're goal is to collect ten to fill those slots. Once you have
ten, you will lose all of the capsules, and you're maximum amount of health
will increase. 

Yellow Capsule
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Red Capsules are the KI capsules of the game. Like the Red Capsules, You 
have ten slots for them, and you're goal is to collect ten to fill those
slots. Once you have ten, you will lose all of the capsules, and you're
maximum amount of KI will increase. 

Senzu Bean
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Senzu Beans are very valuable, especially on the higher difficulties. You
can hold up to three of them. When you die, if you have a Senzu Bean on
you, your character will eat it, and their health bar will become full again,
allowing you to have a second (or even third or fourth) chance to win.

Z-Coin
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Z-Coins are currency, more-or-less. You can find them scattered about the
levels, and you can hold as many as you can find. You can use these to buy
upgrades at the Z-Stations, which you can also find among the levels. For
a complete list of upgrades to buy, look in the next section.

Story Items
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Some items, such as the Dragon Balls, or the Time Machine Turbines, can not
be used directly. These items must be collected in order to finish levels,
and further advance the story, however.