Rinse lentils well and transfer them to a medium saucepan with 4 cups lightly salted water. Add the bay leaf and thyme sprigs, and bring to a boil. Cover and reduce heat to a simmer, cooking until lentils are tender, around 30-40 minutes. If you're NOT using French green lentils, they will cook much faster (follow package instructions).
While the lentils are cooking, prepare the vinaigrette: In a large bowl, whisk together the red wine vinegar, mustard, lemon juice, salt, and pepper. While continuously whisking, slowly pour in olive oil, and whisk until well combined. Add in the shallots and garlic and combine well.
Drain lentils and stir them into the dressing while they're still warm, making sure to coat all of the lentils. Remove the bay leaf and thyme sprigs, and cool dressed lentils to room temperature, about 30 minutes.
Stir in the carrots and kale, and toss to coat. Mix in the parsley, walnuts, and goat cheese. If the lentils are still warm, wait to add the goat cheese, unless you want it a bit melted. Season to taste with additional salt and pepper. The salad is best served warm or at room temperature. Cover and store in the fridge for up to 4 days.