it is depends of lot of things. first if your hardware support virtualization you can install Kali in virtual environment, but there is
a lot thing to set in VB or VM to get some things to work properly.
if you install it on hdd as dual boot, you will have better experience of using system. You don't need to remove Windows or any system in order to install Kali. You can use Kali in dual/multi boot
My ultimate goal is to become a ethical hacker
and for this prepare yourself for lot of reading, experimenting (and forget how things work on Windows) ... and I suggest you to make your own network with two computers and play with it
Repetitio est mater studiorum