Its called 'peach fuzz', all women have fine hair follicles below the skin surfaces of their face. Hair follicles are tiny openings in the skin where hair is produced. There are millions of hair follicles covering the human body, and the number of follicles each person has is set at birth.
The facial hair growth is completely normal and natural. The color and thickness of naturally growing hair is mostly determined by heredity. If the women in your family have dense, dark, facial hair growth, you may have it as well.