The question arrives in many forms, most of them oblique. Should I be dressed when she knocks. Is the hotel robe odd. Do I keep anything on. What to wear for an in-room massage is among the most common things a first-time guest wonders about and among the least commonly asked outright, so here is the answer in full, starting at the door and ending with what you pull back on afterwards.
At the door
Either of two things is right: ordinary clothes, or the hotel robe. Both are what guests genuinely wear when the knock comes, and a therapist who has worked in hotels for any length of time sees each about equally often. What matters is only that you are comfortable opening the door onto a corridor, because for the three or four seconds it takes her to step inside, the door is open and the corridor is a shared space.
The robe has a slight edge late at night, which is that it saves a change of clothes in the middle of the first few minutes. The clothes you wore to dinner have a slight edge early in the evening, when a guest in a robe opening a door at seven looks more like someone expecting room service than someone expecting a visitor. Neither edge is large. Pick whichever you would pick if the knock were a delivery.
Two things are worth avoiding. A towel, which is not a garment and does not survive a door being opened and shut, and nothing at all, which is not a decision a corridor should be asked to share.
The first few minutes
Payment is settled first, at the door or just inside it, and that is simpler with your wallet or phone in hand than in a robe with no pockets. Then she sets up: a clean sheet of her own over the bed, towels out, oils warmed, the lamp adjusted. This takes a few minutes and is the obvious time for a shower if you skipped one earlier, which is why the robe is convenient. You go into the bathroom dressed, or robed, and come out in the robe.
Nobody watches you undress, and there is no point at which you are expected to do it in front of anyone. She steps to the window or turns to her bag while you settle onto the bed, and a towel is laid across you before any work begins. That holds on a first booking exactly as on a twentieth.
What to wear for an in-room massage once it starts
For the oil formats, very little, because oil and fabric do not get along. Anything kept on will be worked around, and the work around it will be less complete than the work over bare skin, which is a trade some guests prefer and are entirely free to make. Underwear is fine if you want it; say so and nothing more is said about it. The towel does the job underwear does in a spa, and it is moved deliberately rather than casually.
The full-contact and gel formats, including nuru and body to body, are done without clothing by their nature, and anything worn will be coated in gel or oil by the end of the hour. If those are what you want, plan to take everything off, and leave your clothes somewhere they will stay dry.
Jewellery is worth removing whatever the format. Watches, rings and neck chains snag on a towel, gather oil and get pressed into skin when you turn over. Put them somewhere you will remember them, which in a hotel room means the bedside table rather than the edge of the bath.
Where the clothes go
Off the floor and away from the bed. Hotel rooms offer a wardrobe, a chair, a luggage rack and, in a twin room, a second bed, and any of those will do. The edge of the working bed will not, because anything left there is in the way on one side and within reach of the oil on the other. The desk is a weak second choice if it stands next to the lane she works from.
If you have a meeting or a dinner afterwards, hang the shirt up before the session rather than folding it over a chair. Oil has a way of travelling, and a shirt folded beside the bed is nearer to the oil than it looks.
Afterwards
Back into the robe first, not into clothes. A shower will almost certainly follow, and a robe is the garment that assumes one. If you are going straight to sleep, the robe also covers the minute in which she packs up and leaves, so you can see her to the door without dressing and without being undressed. There is more on that last stretch of the evening in the page on what an in-room massage includes.
The short version, for anyone who scrolled straight here: robe or clothes at the door, very little on the bed, nothing near the oil, jewellery off, robe again after. The rate does not change with any of it, and nothing you wear is ever remarked upon. Anything else you want her to know about comfort, including whether you would rather keep something on, belongs in the first message, and the pre-arrival guide is a short list of the rest.