Friends, Is Kali Linux operating system is best to use? as a beginner in security domain can I start to go with Kali-Linux OS?? Can all features which i used with Windows can be used on Kali too?
While I would caution you against using any exploit tools behind the firewall of a domain that you want to keep safe, Kali Linux is run by the guys who offer the Offensive Security Certified Professional certification (a very well respected certification in the Pen Test scene, that I am planning on attempting once I get a few more years of experience under my belt). So, the official download from them should be fine.
To answer your Windows question, no, not all of the features on modern Windows OS will work on Kali-Linux, as it is a striped down Linux OS and there are differences. I highly recommend that you just buy a cheap laptop off of NewEgg and install Kali over it, or run it as a Virtual Machine on your Windows box.