Why do games on my laptop run smoother on the second playtrough?

The first time I play games on my laptop they usually lag alot, which means I have to turn the graphical settings down, but after I complete them I can run them on around high to ultra settings at 24-30 fps. Some games I've played: Far Cry 1, 2, 3 Fallout 3, Dead Space 2 and 3 and more. Can anyone explain why It happens because I can't find answers anywhere else. Please explain In detail. Thanks

And by the way laptop specs are here: Intel Celeron N2840 Intel HD Graphics 4GB RAM 64-Bit.

Laptop name and model: Lenovo G50-30 80G0

Most of the time… The FILES that are STORED on the hard drive storage device are ALREADY in MEMORY and don't need to be accessed again. Accessing hard drive storage is TIME CONSUMING. Laptops and NOTEBOOKS are AWFUL for games… For one REASON… HEAT. Heat is produced in prodigious amounts by the graphics output… And HEAT is what DESTROYS notebooks.

Most "older" notebook have SLOW mechanical hard drives. They spin at 5400 rpms… Most desktop units 7200 rpm or MORE. SSD drives are SUPER FAST… And are recommended for gaming.

But doesn't restarting your computer delete these files from the memory?