we started learning Linux in school. our teacher recommended ubuntu but i like kali Linux since I've used it in the past.You should configure your VM host to pass-thru the WiFi adapter directly to the VM client (and once you do that, host will lose WiFi).
The other option is just to use WiFi from the VM host, and configure VM client with "ordinary" Ethernet adapter.
BTW - what is the purpose of this setup? Hacking your neighbour' WiFi?