Hey Alex, it's ok if you love to wear them. I'd love to be able to do the same and wear a leotard or even be able to practice Ballet. So you don't need to be ashamed.
As for shaving, i'd say it's ok if she asked you to shave your legs, but shaving every other part of your body? is she a freak or something? I mean all profesional dancers shave their legs but i haven't heard about shaving Pubic hair... Awww.
And as i can See you're a boy and you like a girl which seems perfectly normal to me. Just ask yourself if you have a crush on her or in her leotard; i think you like the girl and specially because she likes to wear something you like to wear too.
If you'd like to keep in touch my e-mail is on the link with my name.[/i]