that's actually a myth. The reason people think the hair grows back thicker is because hair is naturally tapered but when you shave it, you're creating a blunt end so it feels thicker when it pushes past the skin.
Try it - wax one side of your head and shave the other (or legs or armpits or whatever) and wait for it to grow back out. The thickness will be the same on both sides but the shaved side will feel thicker at first.
think about it logically: why would cutting a hair (a dead piece of keratin) change your biological make up and make it grow back (from the follicle *under* your skin) differently.
Also, if that were true, my leg hairs would be as strong as bamboo by now for as many years as i've been shaving it. I recently went a month without shaving and my husband didn't even notice. I have light, fine hairs, and they grew in just as light and fine as they ever were.
Also, just do a simple google search: "does hair grow back thicker if it's shaved?"
My husband isn't very observant lol - I told him tonight I finally shaved my legs and he was like "Really!?!?". He doesn't even notice what underwear or lingerie I wear before sex. Also I'm half Asian so I hardly have body hair to begin with because of my heredity.