How To Properly...

Shave

Get a proper razor, shaving cream, and aftershave. For the razor, I recommend buying a 3+ blade new razor. I also recommend buying a razor that has extra blades included that you can cycle (so one blade doesn't get worn down). I have a Gillette Mach-3 razor, and it gets the job done for an affordable price. For the creams and gels, this is up to personal preference. Try getting a few small samples and seeing which one works best.

Now, on to the shaving...
Take a shower or bath before you begin. The steam expands the pores and relaxes the skin. If you are short on time, rub a hot, wet towel across your face.
Spread the shaving cream across the area that you want to shave. Don't use too much, because then the cream will only interfere with the process. In fact, I tend to not put any cream, or put a very minimal amount, on the mustache region because I want to avoid shaving over blisters and pimples (and I don't really have any adverse affects from shaving without cream for this region).
Start shaving. You will want to shave with the grain, not against it (you should be able to feel the difference). This means: for the neck region, shave upwards; for the rest of your face, shave downwards. If you shave against the grain, you are more likely to get ingrown hairs (very painful). Just don't do it. Shave over each area just once. In other words, don't keep stroking the same area. If you can't get every hair trimmed in one-go, just wait until you finish and reapply shaving cream to the entire face and repeat shaving.
Once you have done a satisfactory job, wipe the excess shaving cream off and apply some aftershave. Use whichever method of application suits you best (I apply the aftershave, brush my teeth, and then wipe away the aftershave with a warm towel a few minutes later). If you have small nicks, wipe them up. They usually aren't a problem for more than a few minutes. If you stick to all this advice but still get excessive cuts or razorburn, consult a doctor.
If you don't like to shave, don't do it! I feel some discomfort after I shave, so I try to minimize the number of times I shave a week. I'm okay with a little stubble, so I commonly won't shave for a day or two. In fact, over holiday break, I haven't shaved at all! I got a healthy neck beard growing. I may look like a lumberjack, but I'll eventually shave it off. I just try and avoid the discomfort whenever possible. Of course, when I go back to work, I'll want to look clean and crisp, so I'll shave accordingly.

I wish the best of luck to you. Since many of you reading this are probably young bloomers, just don't be afraid. Shaving is a big milestone in your life. Don't ruin it by shaving improperly.