On your first visit, your massage therapist should go through an intake process involving - asking questions about your general health, specific injuries and whether you are under a doctor's care. They may also ask you to stand or walk around and let them watch you. This is also the time you should ask any questions you have for the therapist. The entire process should only take a few minutes. It should not substantially cut into your massage time.
The therapist will then give you instructions on how they want you on the table (face up/down etc.) They should be out of the room while you are changing.
For any massage involving lotion or oil, you do need to be undressed. A massage therapist must have access to your body. However, if you are uncomfortable being completely disrobed, you should leave your underwear on - the therapist will work around them or move the fabric away from the glutes (butt muscles) to work those specific muscles.
The massage room should be clean, private and quiet. Some therapists like to use music, candles, aroma therapy or soothing sounds to enhance your relaxation. If you don't want any of those things you are free to ask the therapist to stop using them. Also, each therapist likes to use a special oil or lotion. If you have something you like to use on your skin, bring it and they will be happy to use it.
During the Massage:
If you are getting a massage for feel-good relaxation, there should be little or no talking. For deep tissue work the therapist will probably be checking in with you to make sure you are tolerating the work and to remind you to breathe and relax.
As the client, you control the massage - talk / no talk - music / no music / different music - scents / no scents - deeper / lighter. If you are in any way uncomfortable - speak up. Don't ever suffer in silence. Make your wishes known.
After the Massage:
You should drink plenty of water to flush the toxins out of your system. If you have access to a steam room or whirlpool, they are ideal ways to continue cleansing the system. If not, a hot shower followed by a soak bath is also a great follow-up.
For the 24 hours after a deep tissue massage you may feel a little sore or achey. This is a normal response - a lot of stuff gets stirred up and that feeling is a healing response. It should go away within 24 - 36 hours. Rest, healthy eating and fluids will help minimize the response.