Hi there. Gonna give you my honest opinion, that, it is, in many cases, against what most people are saying. I'm not saying that I'm right or wrong, but this worked for me.
Sensitive skin - You, most likely, don't have it. Just because you are getting some razor burn when you shave, it does not mean that your skin is sensitive, but that your technique or gear are not good enough. I'm having sensitive skin. And, for me, it means that when I try out a soap, I have about 60% chance of not using that soap anymore, because I will get some kind of irritation from it.
Razor - Merkur HD is kinda mild. That might sound good, but, for me, it's not good at all. It's simply not effective enough at removing my stubble. I'm 31 years old too, and I have a thick stubble that grows fast. I started on the same path, DE89>Merkur HD and I was getting bad shaves. Not close enough, or with irritation Afterward, I started getting great shaves only with Merkur Futur. Having a more effective razor really opened my eyes. I didn't have to pass too many times over the same spot, and that reduced my irritation by a lot.
Pre-Shave - I found that our faces are not the same. Many people shower before the shave. If I do that, I'm getting razor burns and a bad shave. My skin must be softer, so it can't deal with the razor. I prefer shaving in different parts of the day than the part when I shower, or I wait for about an hour after I showered to shave. Just works for me. I have tried pre-shave soaps and I think that they are glorified bar soaps. You can use a simple bar of glycerin-based soap at pre-shave, for the same results. Most of the time, I don't use anything else than warm water for "pre-shave". Some people are using conditioner. I find that to be awful for my face.
Bowl - I hate it. Tried to bowl lather, I prefer face lathering. I feel like I'm having more control over the lather, and the time when I rub the brush over my face is relaxing for me. Personal preference.
Blades - Variety pack is really helpful. Again, the term "mild" can be misused here, as it is with razors. Blades work differently for everyone. I find that blades that are generally considered "mild", as Voskhod or Rapira, are actually "blunt" for me, and I don't like using them for shaving. I prefer sharper blades, like Polsilver Super Iridium, Gillette 7 O'Clock, Gillette Platinum and even Derby. Derby, on my face, does not feel blunt. Just try out a variety of those.
Brush - You pretty much have two options if you want a good performing brush. Synthetic or boar. I love them both. Stick with good brands, like Omega, Semogue, Razorock, Muhle/Edwin Jagger, and you should be fine. I would highly recommend a synthetic as first brush, just because you don't need to break it in. Or maybe both, a synthetic and a boar brush, just to check them out. I do not recommend badger brushes when you start out. Too expensive and they don't offer anything over the synthetics in terms of performance. They are luxury items.
Post shave - This is actually a personal preference. You should get something astringent, that can help you out with razor burn. You might encounter some when you start up. Any AS balm/lotion have some kind of astringent, so they will all work. The alcohol in the post-shave lotions is not necessary. It was 50-60 years back when people were using rusted blades to shave in their dirty courtyards. But, right now, we're pretty sanitized. You don't have too many chances of catching tetanus, as most blades are rustproof now, so, the disinfectant part is a little outdated. You can go for an alcohol-free balm, like the Nivea one if you don't enjoy the alcohol sting.
Alum - Not necessary, but good to have around. Good for cuts, but also for grip. The properties of alum block can give you more grip when you spread it over your wet fingers if you feel that your razor is slippery. I don't recommend using the alum block after each shave. Just use it locally, if you are getting some razor burn or a weeper. It will close those down a bit.
Shaving cream - I recommend getting whatever you find in a near shop. Most shops carry some kind of cheap shaving cream. Most of them work great. You can move up to soaps later on. I recommend going for big brands. Nivea, Palmolive, Proraso, all have good shaving creams that you can try out. You are safer for allergic reactions with these, as they are so widely spread.
Most important. Try out, see what works for you. Don't do the same mistake twice. If something does not work for you, don't do it just because is a general consensus and it works for many people. We all have different faces.
Sorry for long post. I hope you'll find something that might help you in it.
Sensitive skin - You, most likely, don't have it. Just because you are getting some razor burn when you shave, it does not mean that your skin is sensitive, but that your technique or gear are not good enough. I'm having sensitive skin. And, for me, it means that when I try out a soap, I have about 60% chance of not using that soap anymore, because I will get some kind of irritation from it.
Razor - Merkur HD is kinda mild. That might sound good, but, for me, it's not good at all. It's simply not effective enough at removing my stubble. I'm 31 years old too, and I have a thick stubble that grows fast. I started on the same path, DE89>Merkur HD and I was getting bad shaves. Not close enough, or with irritation Afterward, I started getting great shaves only with Merkur Futur. Having a more effective razor really opened my eyes. I didn't have to pass too many times over the same spot, and that reduced my irritation by a lot.
Pre-Shave - I found that our faces are not the same. Many people shower before the shave. If I do that, I'm getting razor burns and a bad shave. My skin must be softer, so it can't deal with the razor. I prefer shaving in different parts of the day than the part when I shower, or I wait for about an hour after I showered to shave. Just works for me. I have tried pre-shave soaps and I think that they are glorified bar soaps. You can use a simple bar of glycerin-based soap at pre-shave, for the same results. Most of the time, I don't use anything else than warm water for "pre-shave". Some people are using conditioner. I find that to be awful for my face.
Bowl - I hate it. Tried to bowl lather, I prefer face lathering. I feel like I'm having more control over the lather, and the time when I rub the brush over my face is relaxing for me. Personal preference.
Blades - Variety pack is really helpful. Again, the term "mild" can be misused here, as it is with razors. Blades work differently for everyone. I find that blades that are generally considered "mild", as Voskhod or Rapira, are actually "blunt" for me, and I don't like using them for shaving. I prefer sharper blades, like Polsilver Super Iridium, Gillette 7 O'Clock, Gillette Platinum and even Derby. Derby, on my face, does not feel blunt. Just try out a variety of those.
Brush - You pretty much have two options if you want a good performing brush. Synthetic or boar. I love them both. Stick with good brands, like Omega, Semogue, Razorock, Muhle/Edwin Jagger, and you should be fine. I would highly recommend a synthetic as first brush, just because you don't need to break it in. Or maybe both, a synthetic and a boar brush, just to check them out. I do not recommend badger brushes when you start out. Too expensive and they don't offer anything over the synthetics in terms of performance. They are luxury items.
Post shave - This is actually a personal preference. You should get something astringent, that can help you out with razor burn. You might encounter some when you start up. Any AS balm/lotion have some kind of astringent, so they will all work. The alcohol in the post-shave lotions is not necessary. It was 50-60 years back when people were using rusted blades to shave in their dirty courtyards. But, right now, we're pretty sanitized. You don't have too many chances of catching tetanus, as most blades are rustproof now, so, the disinfectant part is a little outdated. You can go for an alcohol-free balm, like the Nivea one if you don't enjoy the alcohol sting.
Alum - Not necessary, but good to have around. Good for cuts, but also for grip. The properties of alum block can give you more grip when you spread it over your wet fingers if you feel that your razor is slippery. I don't recommend using the alum block after each shave. Just use it locally, if you are getting some razor burn or a weeper. It will close those down a bit.
Shaving cream - I recommend getting whatever you find in a near shop. Most shops carry some kind of cheap shaving cream. Most of them work great. You can move up to soaps later on. I recommend going for big brands. Nivea, Palmolive, Proraso, all have good shaving creams that you can try out. You are safer for allergic reactions with these, as they are so widely spread.
Most important. Try out, see what works for you. Don't do the same mistake twice. If something does not work for you, don't do it just because is a general consensus and it works for many people. We all have different faces.
Sorry for long post. I hope you'll find something that might help you in it.