I didn't even know this thing exist and can happen. As it was day to do my epilatory on body hair, I've noticed some body hair which I thought in the beginning was lying flat but when I passed the epilatory machine again it's still there, it's only when I look close that I realize my body hair are growing INSIDE the skin.

Anyone got this experience? How the hell do I fix this now?

That's called ingrown hairs. Your tendency to do this is different for everyone.
The curlier your hair is, the more prone you are to this.

When a hair is plucked, it has to regrow from down deep.
Sometimes it doesn't come to the surface properly, then it's ingrown.
This can be a trivial problem or a large source of irritation.

Try scrubbing your skin, this allows the hair to break on through.
In single cases you might even pick at the hair a bit with tweezers to help it.