Hi blitzkin, and welcome to the VMware Communities!
For some versions of Linux, you might need to configure the VM's EFI firmware with the location of your OS's bootloader. There are three ways to do this:
1. Use the distribution's installation or recovery disc to reconfigure the OS bootloader. You might some grub-config or update-grub tool, or use efibootmgr directly.
2. Use EFI setup to add the bootloader directly. Once your virtual machine gets to the main screen, the procedure varies a bit by ESXi version: You might need to choose Enter Setup. Then, Configure boot options > Add boot option, and explore until you find a filesystem containing \EFI\CentOS and then look for a file ending in ".efi" -- it might be grubx64.efi or grub.efi. Once you select that, you can give the boot option a name (i.e. "CentOS 6.6") and give it a place in the boot order, then you should be able to reboot your VM into CentOS.
3. Use EFI setup to manually launch CentOS. Once again, you might need to choose Enter Setup. Choose Boot from a file, and then explore until you find a filesystem containing \EFI\CentOS and then look for a file ending in ".efi" -- it might be grubx64.efi or grub.efi. Select that, and the OS should boot. Once the OS is booted, use grub-config or update-grub or efibootmgr to ensure that the EFI configuration is updated with the location of the OS bootloader.
(I don't have a CentOS EFI installation with me right now, so some of the filenames given above might not be 100% accurate, but hopefully will be close enough to figure out.)
Cheers,
--
Darius