Massage Therapy: New to Massage?
It's actually a very simple process and remember, it may be new to you, but it is done all the time. You don't need to worry about anything because as professionals, massage therapists do this for a living and they will not try to intentionally make you feel any discomfort. On the contrary, the role of massage therapists is to make you feel as comfortable as possible, and to reduce stress and improve circulation in your body (amongst other benefits).
YOUR sole job is to lay down and let the massage therapist do their job. Let them focus. It's not wise to start a conversation with them during this process. Simply relax, and allow them to do their job. Feedback afterwards is another story though. Massage therapists are open to hearing any feedback you have for them either before or during the massage session.
Try to be helpful to them in ways that will allow them to optimally provide you the best massage experience possible. Allow yourself to enjoy the experience as well. Loosen up your body, and allow the massage therapist to work their magic.