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6 is a good setting, usually provides a comfortable shave, even with a Feather which can be a bit dodgy on the higher settings.

I don't want to scare you away from experimenting with the higher...

You sure dove in head first with the Feather blades, usually guys will start off with a milder blade. Oh well, at least your SR skills seemed to pay off with a good first DE shave. Congrats!
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