"Henshin!" (変身 henshin?) is the Japanese word for "transformation/transform" meaning "to change or transform the body" or "equip". In the Kamen Rider Series, it is a common transformation call when the Rider shouts when transform, as it might have been a word Shotaro Ishinomori himself had invented.
With the exception of the wordless transformations of Riderman, the riders of Kamen Rider The First & Kamen Rider The Next, the Oni Kamen Riders in Kamen Rider Hibiki and Shin in Shin Kamen Rider: Prologue, the "A - ma - zon!" cry of Kamen Rider Amazon and the "Set up!" call of Kamen Rider X, every Japanese Kamen Rider uses the phrase when assuming Rider Form.