Moved from General Knife Discussion to Razors, Scissors, & Personal Grooming.
I should be the last one to give advice on any kind of shaving. My beard is older than most people on Bladeforums.
There are a few basics you need to know before you start, and everyone so far has added pieces of that puzzle. Keep in mind that a razor is not a knife. Generally speaking, we look for a reasonably strong cutting edge on a knife.
On a razor, we need a shaving edge, which will be polished rather than toothy, and very thin. So thin that using it as a knife would bend it -- a razor edge is essentially a wire edge. That's one reason you have to shave with the blade parallel to your face, not angled into it.
The sharper the razor, the cleaner and easier the shave, of course. But that edge won't last. It needs to be stropped to keep it aligned and polished, and resharpened -- honed -- periodically. How often depends on the quality of the razor, your technique, and your beard. It's something experience will refine.
There's good reading available out there. Check out the
Shavecenter at Knife Center and their
Razor Sharpening And Using Tips. Here are a few other websites:
Classic Shaving
http://www.classicshaving.com/Home.html
Razor Central
http://www.en.nassrasur.com/razorcentral/index.html
Shave My Face forum
http://www.shavemyface.com/forum/
Straight Razor Place
http://www.straightrazorplace.com/
Badger & Blade
http://www.badgerandblade.com
Don't be discouraged by the seemingly endless reading. A lot of it will fall in place quickly as each site duplicates and reinforces what you've read before, with different context: instructions as opposed to discussions.