Maybe there is a steel so soft it cannot ever reach a razors edge, but I haven't found it.

Even very cheap and soft steel like my machete has yielded an edge that was able to remove the hair from my arm in 1 pass. That example is the worst I can think of because the metal was soft enough that it dulled by simply sheathing.

You can practice on any quality folder. The ColdSteel AK47 that I EDC is shave sharp 90% of the time and the steel on it is not the greatest. I end up stropping it on 2000grit sandpaper about 1/mo. Seems high maintenance, but I keep the sandpaper in my wallet and the task takes less than 2min to restore it to arm shave sharpness.

To to get a comfortable shave out of a pocket knife you must home the blade to about 8000 grit level (best accomplished by using a strip of balsa smeared with jewelers rouge) and then LIGHTLY strop on smooth leather. I have done it on my EDC knife just to see if it could be done. It can, but it is not ergonomic to shave with and it is much less comfortable on my face than my straight razor is.

One caution- when buying a cheap starter razor- do it right the first time and order an antique or some steel from Solingen Germany. The Afghanistan or Chinese produced ebay specials will sharpen to a fine enough edge to shave, but the steel is too soft to hold an edge for more than 1 or 2 passes on the face.