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I think it does. Right now I have some 5 o'clock stubble coming in and I can easily feel the direction of the growth of my hair. As I run my hand or finger across a patch of hair and feel the hair...

The direction in which the hair is growing is the grain of the hair. "Against the grain" therefore refers to a direction opposite that of the growth of the hair. If I could shave against the grain...

This happens to me when I consciously try to push the blade into the hairs instead of simply passing through them. You said you were careful to use very light pressure, which makes me wonder still...