Kyle says that, he also talks about possible futures, but Kyle has no understanding of time travel

One possible future. From your point of view. I don't know tech stuff.

He doesn't even know why he has to travel naked, his answer is:

I didn't build the fucking thing!

Also the quote you mention is part of the phrase that John Connor made him tell Sarah:

Thank you, Sarah, for your courage through the dark years. I can't help you with what you must soon face, except to say that the future is not set. You must be stronger than you imagine you can be. You must survive, or I will never exist.

But here's the thing, John says that to Sarah possibly because Sarah told him about it and how that exact phrase kept her going, knowing that the future was not set.

I don't get why you're speculating that Kyle was to kill the Terminator, but:

John Connor gave me a picture of you once. I didn't know why at the time. It was very old. Torn...faded. You were young, like you are now. You seemed just... a little sad

She was always alone and sad in that photo, Kyle had always died, and she had always run away, to me she always killed the Terminator.

If you claim T1 is MT, let's call timeline 1 the one Kyle comes from, and timeline 2 the one we see most of the movie, also there's a timeline 0 where no time travel happened, with that in mind there are a few questions:

• How does timeline 1 differs from 2? They can't be exactly the same otherwise it's a perfect loop which can't have a beginning, i.e. if timeline 1 is the same as timeline 2 it's in a perpetual loop and timeline 3, etc will always be the same
• What happened on the timeline 0? Why was a Terminator sent to kill Sarah? John didn't existed in that timeline, or at least not the same John that Kyle knows, he would at the very least be a lot younger (not to mention have a different father). Why was he sent to the 80s? If you're going to kill Sarah surely you can go to the 70s or 60s, kill a kid or a baby is a lot easier and they know the city she lived in, or go to the 90s or 00s before the rise of Skynet, the internet and more technology would make it easier for them to find her. If T1 is ST it makes sense, because Sarah disappears after the 80s, and possibly erases herself from before that, so Skynet only has a small window that she left open because that's when Kyle needs to go.