How old are you? When did you first start shaving your legs?
It looks like the hairs on your legs are so dark and thick that you can still see them under your skin even after you shave. Have you tried waxing your legs to see if the dark marks/bumps don't show? Also, try exfoliating your skin by using an exfoliating body wash (there are other threads on this board that discuss the best kind of body wash). Or, even better, see a dermatologist and he/she will know what to do.