I 100% agree with USAFRet, why Kali? That is a pretty sophisticated distro that a person with plenty of Linux experience would work towards. As a beginner I would definitely choose one of a dozen different distros to start with.
There are a few things to consider here. Your equipment. You did not list your system's specs. This is the SINGLE most important factor when choosing a distro. You need to fit the distro to your equipment, your experience and your needs.
Also, just as Jasjar pointed out, you either need a DVD or a USB, there is no other way to accomplish this. During installation you will have plenty of options, choose to install and wipe the disc and you will be fine.