Waves are an artistic rendition of a classic hairstyle. In order to begin painting them you must first start with a blank canvas. No this doesn’t require going bald, simply going to the barber’s and requesting a low level 1 will suffice.
The fade you should ask for depends on the pattern you are trying to achieve, if you want a 360 pattern (waves around the entirety of your head) you should ask for a taper or low fade. If waves on the top are enough for you, request a mid-fade.