It's okay if I do not shave my legs?

It's fine by me; I don't know you and probably won't ever see them, so I don't really care whether you shave them or not. If you're a swimmer, you may want to shave ... not just your legs, but pretty much everywhere ... to reduce drag. Also, many men strongly prefer women who shave their legs to women who do not, so if that matters to you then you might want to take that into account.