Reading the Kali Linux documentation I came across this:
In addition, misuse of security and penetration testing tools within a network, particularly without specific authorization, may cause irreparable damage...
I would really like to experiment with Kali Linux tools, but I want to understand well what are these irreparable damages that I can cause if I use it wrong or make a mistake? Is it just software damage or could it damage hardware?
After reading a little more on the subject I have come to the conclusion that yes, these tools are dangerous.
They are focused on penetrating the security of, for example, wireless networks.
And the problem is that today there are many wireless networks and if you're not sure how a penetration attack is configured by default, you know what you can do on networks that you don't have the right to access.
These tools can cause failures such as unavailability of a service by testing how it responds to DDOS-type attacks. Doing this against a third party public server can cause serious financial damage to them as their customers are not able to use their services. But when you do it against your own private test computer there is no damage to worry about. It is very difficult to find damage that can be caused that is relevant to a computer that you are willing to format after the test.
Conclusion: experiments with soda. Do them with a computer without wireless and not connected to the internet. Do not field test until you are experienced and know what you are doing.
Well, in my opinion, it is similar to the analogy that is made with the knife, you can use it to cut a lemon, but you can also use it to cut someone's jugular, enough to end several years or life in jail.
Remember that in a penetration test you are deliberately attacking your victim to identify security problems (risks, vulnerabilities, etc.). Normally this is done by external companies that have been hired by the client, doing this without consent is considered illegal, again, you could earn yourself some jail time (if caught).
Penetration testing is considered a type of hacking, people dedicated to penetration testing are considered as ethical hackers (they use it for exclusively professional purposes) or white hat. There are even colors for hackers (as in the wizards in "The Lord of the Rings"):
The issue is that there are very powerful tools for penetration testing which you can use for good or bad purposes and that is the warning that Kali is trying to tell you so you don't end up in jail.
Before you decide if you want to be Luke Skywalker or Darth Vader, you can read the Hacker Manifesto .