Kali Linux uses a version of OpenSSL that is vulnerable to the heartbleed attack. Your ram could be dumped as you use a terminal tool to connect to a malicious server.
Kali hasn't updated their repositories to include the updated version of OpenSSL yet, so I will walk you through the process of installing the updated version.
OpenSSL 1.0.1g download:
tar xzf openssl-1.0.1g.tar.gz
./config --prefix=/usr --openssldir=/etc/ssl
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