If you've never shaved your legs, the first time will be the most involved. If at all possible, use a hair clippers to trim the hair before shaving with a razor. This will make it much easier. The process will go more quickly and you'll be much more comfortable than if you try to trim long or thick hair with an ordinary razor the first time.
You can still use an ordinary razor for the process if necessary, but it will take longer. The razors will clog frequently and you'll use extra razors since they'll dull more quickly with the thicker and longer hair.

