Should u shave all your fanny hair off? If no can it cause any problems?

Not really. Shaving this area is a preference. As long as this area is kept clean with good hygiene, there should be no problems increased risk if you do not shave.
Shaving. Any body hair can be safely shaved. With buttock hair just take the same precautions as you would for the more commonly shaved areas. The risks are the same for any shaved area.