When you reach level 40, he will tell you to speak with Bulma and Trunks and will give you the final quest to unlock Super Saiyan.
You must interact with Vegeta at the Capsule Corporation and do three spars with him. So, create your new character, give him the best equipment and moveset unlocked with your main character (note: you can't give the same equipment/soul to two characters, so take them off the previous one before equipping them to the new) and go on. When you get the soul, he will disappear and the soul will be shared with all your characters just like the rest.
I already got it, but he should be in that position.
