It is perfectly normal for guys and girls to get anal hair. As far as what to do about it, that is a matter of personal preference. Some do nothing and let it go. Others shave or wax it, which takes regular upkeep. Myself, I shave it out and keep it that way. If you decide to go that route, be careful, it will take you time and practice to get a comfortable routine. Waxing is great, but you would either have to have someone help you or go to a pro which is expensive.
Imagine each strand of hair on your body feeling like a small hypodermic needle coming through your skin from the inside out. Now imagine those needles have been soaked in an itching solution...getting the picture? Now you know why I shave. It is at its worst when grown in full, don't ask me why, the doc doesn't even know that, but it's worth it for me to shave so I don't walk around scratching myself all the time...what a picture that would be, huh?