Just like anything else, getting a good, comfortable, pain-free shave with a double edge safety razor, or a straight razor, just takes practice.
The learning curve with the straight razor is obviously much steeper, and to be honest, the amount of focus and attention to detail needed to get a safe comfortable shave with one is not something I possess on most mornings.
The double edge safety razor though is a great way to get a great shave and at a fraction of the cost of the expensive store bought cartridge shavers.
Get a decent handle. The Merkurs are a great value, and work great for me.
Get good blades. Read reviews on amazon and badger and blade. Even the good quality stainless blades are really inexpensive. You can use a fresh one every shave and still save a ton over store bought cartridge shavers. I usually use mine two or three times before I swap it out. Mostly out of laziness though.
Practice makes perfect. It takes some getting used to to get a good comfortable shave without burn or minor cuts. After a week or two of shaving with the same handle every day you should be able to get a nice close comfortable shave with no irritation or cuts.
Things to pay attention to.
1. Pressure
2. Speed
3. Stroke length
These three factors are going to be different for everyone. It's a very tactile experience. Once you get a feel for it, it will become second nature, just like brushing your teeth.
For me personally, I find what I would consider 'medium' pressure to work the best. Too light pressure requires too many strokes and usually results in some razor burn. Some people prefer more pressure and less strokes. It mostly depends on your skin type, beard, and tolerance.
Shave cream is another very personal thing. Some people prefer to use a lotion, others a soap. There are also shave lube products like the Jack Black stuff. I've tried most of these, and usually just end up going back to the fragrance free Edge gel (avoid the "New and Improved" stuff, they added a bunch of oils to it, and it smells like bug spray to me). My skin, and my nose, are very sensitive to anything with fragrance added. The Edge Ultra Sensitive smells kinda like oatmeal, which is tolerable, and I find it sufficient to give a good shave.
One note about shave handles. I started out with a
Merkur Model 180. It's inexpensive, and I really like it. The only thing I would change is to make the handle a little larger diameter (I have large hands). I tried a more expensive
Merkur "Futur" adjustable. It was more than double the cost, but I found I didn't like it. The large diameter handle appealed to me, but it's not knurled, and I found it difficult to control. Also, the adjustable head comes at a price. Its wider and thicker, and it can be difficult to navigate under your nose and around your lips. And honestly, I didn't find the adjustability to make much difference. I just went back to using the less expensive 180 and haven't looked back. I think the adjustability can add too many variables, especially if you are just getting started.