Massage is the manipulation of the soft tissues of the body (skin, muscles), and for this process oil or lotion is generally used to cut down on the friction created from the rubbing so that massage movements feel good instead of hurting.
Generally for a massage, the client is asked to undress to their comfort level. Although the ideal situation is for the client to be completely undressed, some people are not comfortable with this and will leave on their underwear. Keep in mind that you may leave on whatever clothing makes you feel comfortable, but unless you remain completely clothed, oil or lotion will be used, and you don't want that on your clothing.
In proper massage (as performed by Caring Palms), the client is covered or draped at all times with a sheet or towel. During a normal session, the full body is slowly worked, including the entire back side of the body and the front except for genitals and breasts (women only). This is always at the discretion, and within the comfort levels of the client. If at any time a client feels uncomfortable, it is up to them to tell the therapist so that the movements can be changed so the client is not uncomfortable.
Massage from a licensed professional is not sexual - Massage is healthcare.