What happens when Catcher throws to first goes out of play how many bases?

By "out of play" I presume you mean in the dugout or into the stands, in which case, the batter gets 2nd base If the ball stays in play, the batter could get as far as they can advance.

Little League Rule 7.05 g 'states two bases when, with no spectators on the playing field, a thrown ball goes into the stands, or into a bench, etc.'

The two bases are awarded from the runner's position at the time of the throw. If the runner is running towards first base and the ball is thrown into the stands, he is awarded 2 bases (1st and 2nd)

If the runner has safely reached 1st base and the shortstop throws to first because the runner rounded too far and the ball goes into the stands, it is still 2 bases, but in this case it is 2nd and 3rd as the runner already occupied first at the time of the throw.