For a relaxation massage it is best for the client to just close your eyes and relax. Good deep breathing will help you relax and bring much needed oxygen to the muscles being worked. You will find that you come out with a much better massage if there is not a running conversation going on. However, if at any time you are feeling pain or discomfort be sure to let the therapist know. They will then make adjustments in pressure and technique.
For deep tisue work or other work on problem areas your therapist will require feedback as to just what you are feeling. Sometimes the very slightest movement or angle change will access a painful trigger point that would otherwise be missed.