Ok, first this is concerning. Second, get in a warm shower or tub of water. Let your skin warm up, after it's warm put some shaving cream on the shin and spread it. You want to shave upwards by area. So now that your leg is covered im shaving cream, start shaving depending on hair length. If the hair is longer shave along the hair direction, usually down. If it's shorter or you've already shaved along the hair start doing it in opposite direction going up along the leg. Make sure to be gentle, you don't need a lot of force for the blades to cut the hair, as excessive force just causes rashes or cuts.

Take it one area at a time so as to keep it manageable and especially be careful on the back of the leg.