Kali Linux
Kali Linux
You can simply format the drive once you're finished. Otherwise, it won't function correctly. If you want to add files to the image, include them in the ISO and then write it to the pendrive using DD mode. You'll likely discover issues if you misuse it and end up asking many questions about avoidable mistakes, but that's okay—whatever suits you best. Using it improperly won't teach you Linux effectively; you need to adapt and learn from your experience.
Pentesting refers to testing security measures, while many assume you wouldn't target your own software.
I suggest using only Kali Live CD. Repositories are frequently unavailable, which hinders installation and updates. Additionally, installing penetration testing tools on your system is not advisable. Having those tools present could compromise your security if an attacker were to target you.
When a shell is available and root access exists, pentest tools can be installed on any Linux system.