Your question isn't dumb at all. Shaving your head is like shaving your face: the hair is removed to the skin, but continues to grow. Right after shaving, your head will feel smooth, as if the hair is gone. A few hours later, you will feel the stubble.
Shaving against the grain gives the closest, smoothest shave, but can be irritating to the skin at first until the scalp toughens up from being shaved.
Good luck!