Shaved first time using razor? Down there?

You'll be fine. You're not in for any torture. Though one should shave with the grain, sometimes you just have to go against the grain to get a close shave. And now that you've done it once, keeping it maintained should be much easier. Just shave again once you feel like you need it. Probably once a week. And apply some moisturizer to lessen itching or irritation.