It usually depends on the techniques used. Many massage therapists use a form of Swedish massage, which is often a baseline for practitioners. In a general Swedish massage, your session may start with broad, flowing strokes (effleurage) that will help calm your nervous system and relax exterior muscle tension.
As your body becomes relaxed, pressure will gradually be increased to relax specific areas and relieve areas of muscular tension. Often, a light oil or lotion is used to allow your muscles to be massaged without causing excessive friction to the skin. Do not hesitate to ask questions or mention if you feel any discomfort so that the massage therapist can use another approach or technique.