Hi freddie...

I also a newbie in kali linux, maybe my answer can help

Attachment 2082 Did you find this option menu after booting ? or other option menu ?
if you find this option menu than it's on kali linux live usb persistence. I don't know what you want to do with it, but you can make sure that you already install it with
open terminal,and try this one
#uname -a
or
#uname -r

you can find doc in the net with "kali linux live usb persistence" keyword