Hopefully someone will come along and point you in the right direction.
- Can you tell us your mobo make and model?
- What is your OS?
- What program(s) did you try to create the Kali USB?
- Did you ever boot a USB on that computer at all?
- Sometimes in the bios settings you have to activate the "USB boot" option, reboot the computer, then return to the bios to select the hard disks priority and choose your USB key.
Kali Linux USB Installation using LinuxLive USB Creator
Howto Install HDD Kali on a USB Key
Clean your laptop fan | basic knowledge