The best way to think about this may be to imagine you have a line of dials in front of you. One says how many actions you can play, one says how many cards you can buy, one says how much spending money you have.
At the start of the turn, those dials get set to 1 action, 1 buy, no spending money.
During your action phase, you play Action cards. Each time you play one, your actions dial goes down by one. If it's at zero, you can't play any more actions; you have to end your action phase and proceed to your buy phase, even if you have more Action cards in hand.
If you play a card that says "+1 Action", your actions dial goes up by one. If you play a card that says "+2 Actions", your actions dial goes up by two. And so on. "+1 Action" does not mean "play another action"; it means increase the number of actions you'll be able to play this turn. If, for example, your action phase consisted of playing Village, then Smithy, then Remodel, you would finish playing Village before you began playing Smithy.
Throne Room (and a handful of other cards, for example Vassal if you have the Second Edition base) are different. They explicitly say to play a card. So when you play Throne Room, you select a card from your hand, play it (completely resolving it), play it again (completely resolving it again) and only then are you done playing Throne Room. When you play a card because you're told to, that doesn't decrease the number of actions you have available.