You could be allergic to something. After u shave ur legs u get that. I get that cause I have eczema but for itching try to use RENEW its a lotion it helps a lot in 5 minutes promise its for itchy,dry skin and for rashes.
Itching is caused by your body releasing Histamine for some reason. I would definitely see a Doctor, but in the meantime you can take a Benydryl before bedtime. This will help stop the itching and help you sleep.