If you are running ESXi on an Apple Mac Mini and it is installed on a USB key, you probably have noticed that the Mac Mini tries to boot from disk by default and instead of using the USB device. This means when you reboot your ESXi host each time, you will need to hold down the "ALT/OPTION" key which will present you with a boot menu to select the device you wish to boot from.
This can be quite annoying if you have a headless setup for your Mac Mini and you just want it to automatically boot off of the right device containing your ESXi installation. To fix this, you can configure the default boot device which can be done by first selecting the device you wish to boot off of as shown in the screenshot above. Next, hold down on the "CONTROL" key which will turn the straight arrow into circular arrow icon as shown in the screenshot below.
Now you just need to either hit enter or if you have a mouse, click on the circular arrow icon and this will configure the default boot device the Apple Mac Mini will use going forward. It is that simple! If you want to boot off of another device after configuring the default boot device, you can still do so by holding down "ALT/OPTION" key while the Mac Mini is still booting up.
Credit goes to this site for solution.