It is 'normal'.
Reason 1: you shave bad (ex. in the wrong direction or go to hard on the skin) which causes in-grown hair and irritation
Reason 2: you shave good but you skip shaving for a day. Just like it is harder to break a short pencil, it is harder to bend short hair, it is like a hard brush constantly scratching your skin as you walk.
Even medical professionals are avoiding shave. If you want a cleaner look, just trim it short.
Don't fuck your skin up with waxing, burning (laser hair removal) and skin cancer machines (solariums). You will definitely regret it long-term.