Shaving doesn’t cause thicker, harder hair - that is a myth. It gets repeated a lot but it isn’t true. Your hair follicles are within the skin, and they just produce hair the same way for most of your lifespan. They don’t care at all what happens to the hair once it emerges!
The only thing shaving does is give the hair a blunt tip which, depending on your hair type, may give it the fleeting appearance of being slightly darker in the very early stages of regrowth.
Shaving has its disadvantages - regrowth is quick, the stubble can feel a bit prickly. But it is cheap and quick and completely painless, if you’re not yet looking at permanent hair removal solutions.
My one tip would be to get a good razor and change the blade regularly. Cheap razors are not nice, and you are much more likely to cut yourself if you let the blade get blunt.