Using a Kingston 4GB datatraveler for drive creation
Created using amd64 1.1.0a of the Kali ISO verified from Kali.org
Drive created using Ubuntu 14.04 on a Dell Latitude E5500

dd seems to create the drive with no errors. The drive boots to the error. Hard reboot into Ubuntu to search for solution has led me to a long series of issues that I have been trying to correct.

A possible fix for the failed to load error is to copy the file to the root of the USB drive (/dev/sdb1). Drive is created with a hidden HPFS/ NTFS fs. 0x17. Changed FS to HPFS/NTS (0x07). Drive now mounts, but when attempting to copy onto drive, I get an error that the file system is read only.

I try to correct the issue using nautilus and the properties menu. It does not allow me to change the view only to read/write even though it shows me as the owner.

I think maybe a command line thing would work, or who knows what else. Maybe an fstab entry? I am continuing to search the web, and hope to work this out.

Any help would be appreciated.

Try right-clicking on the downloaded file to see if you have Disk Image Writer. It's part of the Disk Utility. It'll format the drive & make iso bootable.

It is meaning syslinux is not able to load vesamenu.c32 file. Check your syslinux boot loader setup.

so you used dd
did you add persistence ?
if not you will not be able to save any settings

it is a LIVE cd image

also if using a thumb drive it is recommended to USE FULL DRIVE ENCRYPTION!!!!!!
this a portable electronic device that ANY!!! and ALL "LEO's " can read
and if in the usa and you are within 100 miles of a border ( or airport with a customs check) then border patrol( cbp) dose NOT even need a warrant in the constitution FREE ZONE