Whether booting from a USB thumb drive might hurt your system is off topic here - (and no).
You should not use Kali as your day to day operating system. That is not what is meant to be. From a security standpoint, it is a horrible idea to use Kali (which on the live version has only a root user and outdated software that has no security fixes applied unless you are willing to update before every use). Such a machine in day to day use can be used as a pivot point into your network and/or your windows on the same machine.
For a further reference on this, see this answer on unix.SE and read literally the first chapter of the documentation, especially
The fact of the matter is, however, that Kali is a Linux distribution
specifically geared towards professional penetration testers and
security specialists, and given its unique nature, it is NOT a
recommended distribution if you’re unfamiliar with Linux or are
looking for a general-purpose Linux desktop distribution[.]
As well as
If you are unfamiliar with Linux generally, if you do not have at
least a basic level of competence in administering a system, if you
are looking for a Linux distribution to use as a learning tool to get
to know your way around Linux, or if you want a distro that you can
use as a general purpose desktop installation, Kali Linux is probably
not what you are looking for.
In addition, misuse of security and penetration testing tools within a
network, particularly without specific authorization, may cause
irreparable damage and result in significant consequences, personal
and/or legal. “Not understanding what you were doing” is not going to
work as an excuse.
To mitigate the problem of dual boot, use virtual machines. And while you’re only training, you can manage virtual networks with vulnerabilities (cf. „boot2root) with that as well.