How can I have smooth thighs skin as its the only part in my body that is dry like an orange skin and some hair grows inside my skin?

May be difficult. It sounds like you may have something called Keratosis Pilaris. It is a benign but annoying condition often seen on thighs or upper arms. The hair follicles in those areas are more prominent so they are raised and the hair more noticeable. Exfoliating daily, using products with Salicylic or Hydroxy Acid may help. Because I see it respond so infrequently I often suggest ignoring it.