What's the purpose of the throttle and the gears on a snow blower?
The throttle controls the speed of the engine and the auger(s), and the gears control the speed of the wheels.  You should normally run it at full throttle to pick up and throw the snow.  Choose the gear based on the situation - for light snow in a large area use a higher gear to get it done quickly.  With heavier snow you may need to use lower gears to keep it from bogging down.  As Ecnerwal pointed out, the higher gears are also very useful when you're moving the blower but not clearing snow - like heading back to the garage when you're done, or heading over to the neighbor's yard to clear their driveway. If you’re happy with just using first gear, that’s fine.