The only reason *not* to strop on your first shave with a prehoned razor is so that your first shave is guaranteed to be with a sharp blade. If you strop incorrectly, you can roll the edge and effectively dull the blade. So if your first shave felt good, but the second did not cut hair as well, you know it was your stropping and not the honer...
But after the first shave you need to strop before every shave. Be sure to read the wiki section on stropping.
-Chief