Welcome to the forums, please ensure you read and understand the full Kali docs before you do anything else, [they sate you must be Linux experienced and terminal competent]
there are around 20 pen-testing [we try to avoid the word hacking due to its connotations] distributions many are easier to install than Kali, all use the same tools, in fact the tools can be added to any Linux distribution you like
now in answer to your question, both VM and VB are fine, personally I would recommend a USB "WITH PERSISTENCE" or using another form of external drive, but best would be a separate machine anything [except Chromebook] from 2010 onwards with a twin core or better CPU will do, then if you foul up [which you will] your main OS is safe