Pointer think is complicating your life. Instead you need to wear a Perl hat and think about references. Consider:

use strict;
use warnings;
use Data::Dumper;

my $data;

my $fsm = 1;
my $module   = '';
my $instance   = '';
my $entryRef;

while (<DATA>) {
    chomp;

    if (/^INSTANCE:\s+(\S+)/) {
        $module = '';
        $instance = $1;
    } elsif (/^MODULE:\s+(\S+)/) {
        $module = $1;
        $instance = '';
    } elsif (/^Fsm\s+(\S+)/) {
        next if !$fsm;
        if ($module) {
            $entryRef = $data->{'module'}{$module}{$1} ||= {};
        } else {
            $entryRef = $data->{'instance'}{$instance}{$1} ||= {};
        }
    } elsif (/^State\s+(\S+)/) {
        next if !$fsm;
        push(@{$entryRef->{'state'}}, "$1");
    } elsif (/^Transition\s+(\S+)/) {
        next if !$fsm;
        push(@{$entryRef->{'transition'}}, "$1");
    }
}

print Dumper($data);

__DATA__
INSTANCE: i_name
Fsm f_name
State s_name1
Transition t_name
State s_name2
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Prints:

$VAR1 = {
          'instance' => {
                          'i_name' => {
                                        'f_name' => {
                                                      'transition' => 
+[
                                                                      
+  't_name'
                                                                      
+],
                                                      'state' => [
                                                                   's_
+name1',
                                                                   's_
+name2'
                                                                 ]
                                                    }
                                      }
                        }
        };
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Note in particular that where $entryRef is assigned values ...{$1} ||= {}; is used to assign a hash to the data strcture if there isn't one already.