Its mainly read only now thanks to the hibernation and hybrid sleep function of Windows 10.
Otherwise there is a very specific shutdown procedure you have to go through and then everytime you write with linux it forces a non optional file system check. Its simply not worth it any more
the reason it might not work with windows 10 is because of the fast startup function. disable the fast startup function and use ntfs-3g. there shouldn't be any problem writing on ntfs in linux and accessing the same partition on windows.
Just beware some features of Kali Linux might not be working when you run it via virtual machine. It might help to try booting it as a live DVD or USB flash - that way it would have direct access to your hardware. Im talking specifically about wireless drivers that I had problems with when working with Kali in VM.
Good luck tho, virtualization is a way to go for sure. Im constantly having like 10 VM on my main rig just to try new distributions as they come out.