If you do decide to shave, take it slow and use a good razor! Take a warm bath or shower before as it will help loosen the hair follicles, making it easier to shave. Use a shaving cream or oil and start shaving in the same direction of the hair growth first, then shave in the opposite direction. Unfortunately shaving can cause ingrown hairs or redness, not all the time but sometimes, that's why a lot of woman prefer to wax these days. It's more of a personal decision whether to shave or not, good luck to you.
If you've never done it, try it out and see what style you think looks best.