You must instruct program to alter variable a,Like this , a=Append[a,4].

Actually it's a fundamental principle in Mathematica that functions shouldn't change their arguments. Instead, they return modified data:.

For example, this is a list:

In[1]:= a = {1, 2, 3}
Out[1]= {1, 2, 3}

This returns a new list which has 4 appended at the end ...

In[2]:= Append[a, 4]
Out[2]= {1, 2, 3, 4}

... but it does not change a:

In[3]:= a
Out[3]= {1, 2, 3}

The functions that do actually change variables are a tiny minority, and include = and := (obviously); +=, *= and similar ones such as ++, --; and finally AppendTo and PrependTo.

Regarding discoverability, once you get used to how Mathematica works, this behaviour will feel natural and you'll realize that it makes functions behave predictably. Some other languages have both variety, functions like Append and functions like AppendTo, for many tasks, and you'll always have to check the documentation to see what a given function does precisely.

Mathematica does not have this problem. Does, e.g., Sort[a] change the order of the elements in a? No, it doesn't, it just returns a new list with elements rearranged.

Some more reading: * http://mathematica.stackexchange.com/a/42270/12

If you are considering appending multiple times in a loop, check Sow and Reap instead.

Well it looks like AppendTo is the solution to this problem. It would be nice if the Mathematica documentation allowed the user to discover this more easily. Looks like Append is using an absolute memory reference to the original instance of "myList" each time Append is called. See sample code below:

myList = {"a"}
myList2 = Append[myList, "b"]
myList3 = Append[myList2, "c"]


{"a"}
{"a", "b"}
{"a", "b", "c"}