When playing online, the first time before you prestige is basically pointless. Any progress you made with any primary, secondary, or any other weapon or kill streak will be reset. However, after you prestige the first time, the kills and headshots you get with your primary and secondary weapons, except the riot shield, will be saved via the Master and Veteran challenges under each gun. After you prestige once, you will also get the Prestige challenges, which is a separate set of challenges like Basic Training, most of which will remain if you prestige again. This tip will help not wasting hours maxing out a gun the first time to get nothing and only to learn that you have to do it again.