I always thought shaving started during WWII, when silk and nylon supplies were needed for parachutes, so women had to either wear thick pancake makeup on their legs to cover up the hair, or simply shave.
I am blessed with lovely thick hair on my head - and on my legs. In elementary school, I was so embarrassed by how thick and dark the hair on my legs were, I never wanted to wear dresses, much to my mother's consternation. Even though I was forbidden to, I started using my dad's razor in the shower around age 10. I get 5 o'clock shadow on my legs every day. Waxing doesn't work at all, I get ingrown hairs and that's even worse!