The filesystem type isn't the problem. NTFS/FAT would be very poor choices for a Linux install.
The problem is that you haven't installed GRUB correctly. The real problem is that you are a beginner who is using a distribution intended only for experts. We see so many questions from people trying to use Kali who really shouldn't.You should use something like Ubuntu.
Anyway, if you really must use Kali, start over and follow the installation instructions to the letter. I assume that you know whether you are using BIOS or UEFI and, if the latter, that you have checked that Kali works with UEFI.