Everyone has to find the shaving routine that works for them.
You may want to try an electric foil shaver to start with. Less chance of ingrown hairs. The gradually shave with a razor. Usually the less blades, the less irritation. When I started, I used Bump Patrol. It took a couple of months for my scalp to get used to shaving.
Stick with it, you look awesome with a shaved head!