No, your'e not doing anything wrong. The version of raspbian that 2.5 is built on doesn't support the processor used in the new Pi3 board. You can hack it to work, though. Here's a link to a hacked build of 2.5 that runs on the 3. It's huge, as it's an unpacked-and-installed moode, with the Pi3 mods on top.
2.6 isn't out yet, but I don't think it will be far away.
What DAC are you using, if any?