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Thrown weapons are a great option for characters who would prefer to hang back from a fight. While the warriors are busy hacking and slashing, a relatively unarmoured rogue might hang back and fire arrows. A wizard, if they don't have a practical spell handy, definitely doesn't want to wade into the thick of it, but might handily throw daggers.
In fact in a Dungeons & Dragons game that several of us are currently playing, the wizard party member has developed a bit of a reputation at missing things with spells, but being able to land telling hits with a thrown dagger or two. Which is pretty hilarious.
Commentary by memnarch (who has not seen the movie)
At the very least, Rey didn't try to turn the laser sword on at the same time. I think that should be at the very top of page one: Don't turn it on before you're holding it. And advice against throwing it should probably be somewhere in there as well, even if it does look pretty cool. It's just like knife juggling except with the risk of permanent torso loss!
I do like how it seems Kylo ducks his head to the side even if it's highly unlikely that the lightsaber would bonk him as well. Snoke is obviously petty enough to bounce Rey in the head while denying her the weapon. It'd totally be in character for him to hit his apprentice as well just because.
Transcript
Rey: I try to break Snoke’s hold with Force Resistance.
GM: Opposed rolls.
Snoke: 7.
Rey: 14.
[SFX]: Thud!
GM: You’re winded as you slam to the deck. Take a Fatigue.
Rey: Damn. Should have seen that coming.
Snoke: We can do this all day.
Snoke: We have all the time in the world. You will tell me where that book is.
Rey: I Force Pull my sword! 11!
Snoke: I influence its path. 15.
[SFX]: whoooooooooooossshhh... {the sword flies from Snoke’s armrest}
GM: Your call, Sally.
Snoke: The sword flies a loop around Rey, knocking her in the head, and returns to my side.
[SFX]: whoooooooooooossshhh... {the sword circles Rey}
[SFX]: thunk! {it collects her in the back of the head}
[SFX]: whoooooooooooossshhh... {the sword returns to Snoke’s armrest}
Rey: Dang. Should have read the laser sword manual.
Kylo Ren: Page one: Don’t catch it with your face.