Day 1, grab as many rocks as you can, stand right next to the shelter wall, throw the rocks at the wall till you hit at least level 4 throwing. It takes ridiculously little in-game time to do.
Ideal throwing weapons are low volume, high cut/pierce damage, given how throw damage is calculated. Like I mentioned, the most efficient throwing weapon is throwing knives, but you have to do a ton of work to be able to craft them. Until you get there, your best bet is to craft wooden javelins, and also collect any knives you come across (Combat knives, butcher knives, machetes) to use as throwing weapons.
I also craft a few throwing axes. They aren’t as space efficient, but they do more damage than the knives, and are handy when you want a single target dead ASAP.
I’m running around with 15 combat knives and 6 throwing axes. I’m looking forward to the Railgun cybernetic 
You’ll want a secondary combat skill to deal with things that reach you in melee range. You have a huge variety of options here, since you don’t need to have your throwing weapons equipped.
