It's a total misconception that shaving makes your hair coarser or that it makes you hairier. Male hormones make men's beards coarse. If shaving makes you grow more hair, balding men who shave their heads would regrow hair. You can shave all you want, fine hair will stay fine. If your hair suddenly get coarse, it's because of a hormone imbalance and medical attention is required.
I would never shave my face! as you'll end up having a stubble like men and it will only make your life worse off.  Trust me don't do it you will loose all your confidence if you will end up having a stubble.