"throw the first one away" When I'm prototyping or hacking something together, I don't write tests, I don't comment/document much, I use lots of shitty variable/type names, lots of commented out code, debugging printfs, not much organization of files (often one large file). The prototype software is write-once, read-maybe. Maybe I'll want to see what I did down the road, but more likely I'll be shortly rewriting what…
When I'm prototyping or hacking something together, it eventually becomes production. I cannot relate to people who make prototypes to throw away, I've never done it, and I don't know why I'd do it. Due to that, I write my first line of code as if it's going to be on production forever, because it will.
You do it to understand the problem you're working on before you start writing production code. If you understand the problem you're working on, there's no need for prototyping, which is probably true for most code an average programmer writes. I tend to write prototype code to learn how something new works before writing production code, or when I have multiple ideas how a system should work and need to iterate on them and pick what I should actually ship. If you know you need to build a specific feature and how it should work you don't have to prototype it.