Alabalcho :
RPi can boot from SD card only. That's even on the Kali page for RPi. You won't get better speed off USB port anyway.
And unless you master Linux (on PC or PRi), stay clear from Kali. You won't impress your friends with that.
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I have been researching the same subject (booting from USB 3.0 stick on a Raspberry Pi 3)
Its different for the pi 3 than for the others.
Here is what I have found YMMV:
There is a fuse of some sort that can be tripped on the RPi 3 that will allow USB boot if no SDCard is inserted or if the inserted on has no OS. The fuse is a one time thing and cannot be undone. (You can still just boot from SDCard as it is checked first)
You need a new or at least a newer version of Raspbian for this to work properly.
https://www.raspberrypi.org/documentation/hardware/raspberrypi/bootmodes/msd.md
Using a tool called Etcher you can even write the img file (or you can even select the zip without having to unzip the img) directly to the usb stick for booting.
https://www.raspberrypi.org/documentation/installation/installing-images/README.md
Benchmarks are showing that overall speed can definitely increase using USB boot over micro sd card (even class 10)
I am not sure why that is.
USB boot on the RPi 3 is not compatible with every USB flash drive but there is a list somewhere of ones people have found to work.
There is a alternative way to do almost the same thing on other RPi versions or if you dont want to trip the one-time fuse.
You can move or install the OS onto a USB flash drive but still boot from the micro sd card which then boots the OS from the USB stick and uses it for everything except the actual start of the boot (bootloader and config.txt)
I have been concerned about SDCard corruption and I just think it would be easier to have a bunch of USB drives around with different versions of RPi Linux etc to boot from while experimenting.
As I mentioned, Your Mileage May Vary.
Now to find the links to make it easy for you to do the same research and/or verify my conclusions.
Some people report that it is much faster expecially writing small files and super fast using an SSD as opposed to a stick.
"No, it's definitely faster, especially when it comes to writing lots of small files. rpi-update, for example, runs three times (estimated) as fast as it does when using a SD card. I've got a very stable system with high overclock rates; read/write to an EXT4 formatted HD is between 25 and 29 MBytes/sec. since I moved the roos FS to HDD."
anechdotal
"my media server RPi is a 128GB SSD + USB to SATA adapter and an old RPi [256MB] - it's root partition is on the SSD.
Hope that helps someone
Michael
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