Just enjoy him, its a stage and it won't last. Let him have something soft to throw. My grandson is the same age. He has soft balls that he can throw. Or even folded up socks, that can't hurt anything. Ball up a piece of paper to throw.
If he throws something, pick it up, show it to him, and very firmly tell him no. Then put the item he threw away where he can't see it for awhile. He's still young and testing you. Don't give in, and he'll outgrow it soon.