My poor little 5 year old daughter has them too! It can come from anywhere in the family gene pool. I take full credit in my house. I've always been fair skinned, brunette, with HAIRY legs. If I shave, the hair is so thick and black under my fair skin, a fresh shave looks days old, and I get all cut up. So I've waxed for many years, and all other, ahem, essential hair neatness, has been achieved with laser zapping. Phew.
My legs traumatized me as a kid on an advanced gymnastics team with uniforms and no leg warmers allowed. My mom wouldn't let me shave for quite a while. For that reason, as SOON as my daughter mentions that it bugs her, I will help her shave. Even if she's still 5. But I don't mention it, and she doesn't mind for now.