Shaving your face

I've heard that shaving your face is really good for your skin. That it exfoliates deeper than exfoliating scrubs. Also heard it helps with hydrating your skin because you're exfoliating. What is everyone's thoughts on this? Has anyone does it before??? I heard that the whole "your hair will grow back thicker and darker" is a myth because almost all woman don't have enough testosterone for it too. Also because men just have naturally dark thick hair on their face because that's suppose to happen and that woman naturally just shave peach fuzz so it'll only grow back as regular peach fuzz. Anyway, I've been thinking about doing it for so long but am just scared lol. So please let me know about your thoughts/experiences!