Rewriting Whilst First Draft Writing?!

Whilst writing my current manuscript I find I'm erasing bits and re-writing scenes, because I don't like the direction I went in. I'm not supposed to do that. Right? I'm wondering if I always do this, and I think I do!

Basically, I finished writing the opening chapter of this very short novelette I'm writing. I got to the end and I set it up to go onto the idea I had in my mind for the next part of the book, but now I'm not so sure. I don't know if the direction I'll be taking the story in, is...