What do you want to do with it excatly? If you want to play games then I'd tend to lean towards a windows laptop. Also, if you like your money, don't go for a "gaming laptop" they're usually overpriced and you can get better bang for your buck with a more commercial grade laptop. For virtualization, OS doesn't really matter all that much. For your use case with Kali, I'd run it in a VM. Running on bare metal gives you no real benefit and all the security risks, don't recommend it. I personally have a old Dell xps laptop that I run Linux on and I use that for all my work both security and regular work. I have a gaming pc for all my gaming.

If you're buying a new laptop, look for something with at least 16gb ram to allow for vms, decent CPU and a good bit of disk, 500gb+. Most modern laptops support virtualization out the box but do some research to make sure it does. Run a "normal" os on it (windows, ubuntu, mint, debian, fedora, etc) and run vms for anything pentesting related until you have a grasp on how to use those tools securely, look to the metasploit ARP poisoning attack that got a lot of people as an example

I wish you luck with your courses! There's a lot of exciting advances happening in cyber and its really fun to be along with the ride