You can add an item in `~/.config/autostart`,

e.g Open `~/.config/autostart/myscript.desktop`, and paste the following contents

```
[Desktop Entry]
Name=MyScript
GenericName=A descriptive name
Comment=Some description about your script
Exec=/path/to/my/script.sh
Terminal=false
Type=Application
X-GNOME-Autostart-enabled=true
```
For example(x11vnc):

```
[Desktop Entry]
Type=Application
Name=x11vnc
Exec=x11vnc -usepw -reopen -bg -forever &
Comment=Starts an x11vnc server on port kali:5900
```

And make sure the script is executable.