Ubuntu kernel not upgrading with upgrade to 15.10
This is a bug in the distribution upgrade script.
You can install the correct kernel by running:
sudo apt-get install linux-generic
After a reboot you should have the 4.2 kernel.
There are two bugs here, one in software-properties https://bugs.launchpad.net/ubuntu/+source/software-properties/+bug/1506169 and one in the ubuntu upgrade process https://bugs.launchpad.net/ubuntu/+source/ubuntu-release-upgrader/+bug/1509305. Both of these are being fixed and should be resolved shortly.
As mentioned installing linux-generic before or after the upgrade will ensure you have the new version of the kernel installed.
The version of release upgrader in -proposed will now (2015-10-28) do the right thing, you can use it via adding the "--proposed" switch to do-release-upgrade or check-new-release-gtk. Alternatively, if you wait a couple of hours the fix will move to updates and will just work.