It looks like there was a new HDP 2.5 sandbox VM image for VMware added to the Hortonworks download page after the original release. You can easily check the MD5 hash to make sure it matches up.
Because I originally downloaded the HDP 2.5 VM on the morning of September 22nd, I have an old version whose hash is 74b279aaddfa30bb1e3cf65ff4e87855. In Windows, you can get that by running the certUtil utility:
certUtil -hashfile HDP_2.5_vmware.ova MD5
I noticed several problems with this initial build (which is probably why there’s a new one!). For example, there were a series of missing files in /kafka-logs/ATLAS_ENTITIES-0 and /kafka-logs/ATLAS_HOOK-0. There were also some missing files in /var/lib/ambari-metrics-collector/hbase-tmp and a few others directories. These missing files would cause services like Kafka and Ambari Metrics to fail at startup.
With the new version of the VM, I was able to start Kafka with zero problems.