My persistent kali USB is my BFF. The persistence is just for the sake of files and settings I like to use. Not for everyone though. Running from a VM is nice but feels like it has so many limitations, might just be my misunderstanding of VMs as a general whole.
Get a nice lil' USB, and shove that delicious Kali ISO on there. Kali won't do you any good as a main OS (especially if you want to easily play games, use common apps or I dunno... NOT risk messing up and wrecking your whole partition system. Trust me, when I was first starting with Kali as a kid I jacked up a lot of really simple things by diving in too fast).
Also, get a sense of direction. Don't start using Kali just cause "oh tonsa hackers user it lulz gud stuff brah" cause you won't learn jack squat. Kali is filled with wonderful and delicious things, but it can be overwhelming when you don't know where to start. Pick a tool or a purpose, and learn from there.