Although many people assume at first that Agile methodologies remove all types of documentation, this is not the case. Heavy requirement documentation, which is usually inaccurate, incomplete and outdated the second it gets signed off, are replaced with user stories. These are the starting point for any work and provide a lightweight approach at gathering requirements. You will find below other items that cover the necessary level of documentation in Agile and that are referred to as artifacts.
The key when starting Scrum is to identify and eliminate all wasteful activities. Every document should be evaluated to make sure sure which ones truly fall into legal compliance and which ones have simply become part of a process that might not longer be beneficial (i.e. nobody reads it). This is great opportunity to start fresh and consider using new and improved documentation.