hello and welcome to HCM forum,
first of all i would like to break the myth that shaving your hair makes them thick, it does not, in fact shaving is better than waxing. shaving cuts the hair which regrows after a week and the edge of the hair is sharp which gives an illusion of being thick.
using hair removing creams can harm your skin in many ways, as you mentioned about your friend getting a burn.
hair reduction treatments are available in a number of clinics, you can ask your mother to take you to a dermatologist
and get the lasers done for your arms and legs, it is painless procedure,done under the supervision of doctors.
else, you can wax your hair , from a hygienic center.
i wish you good health.