Hi JGS93GT,
yes, you should check that you get your 25 volts
when its delivering 2.5 Amperes.
loosely wire up the diode bridge and your cap,
you say you get about 35 volts, thats about right.
get a 1KW item, such as a 1 bar electric fire,
and stick it on the supply, the voltage will drop
cos that will take between 2.6 to 3 Amperes if you
still have at least 24 volts then you can go ahead.
If this is for battery charging you wont need much
of a capacitor, and the open voltage is a bit high.
If it is to be made into a stabilised supply,
the easiest way is with a heavy current TO5 like
a 3055 on a decent heat sink and a zener.
Ready made stabilised supply circuits are also
available, with very good stabilising, and S/C
protection, useful if its for general use.
Best of luck with it,
John