Make yourself comfortable. If you massage therapist wants you to adjust your position, he will either move you (for instance, lift your arm) or will tell you what is needed. Otherwise, change your position anytime to make yourself more comfortable.
Many people just close their eyes and relax completely during a massage; other prefer to talk. It is your massage and whatever feels natural to you is certainly the best way to relax. Do not hesitate to ask questions about what your therapist is doing or about massage in general.
The desire to sign or take a deep breath is a sign you are relaxing. In fact, your therapist will coach you to breathe deeply and evenly while the massage is in progress.
After a massage, most people feel very relaxed. Many experience freedom from aches and pains that have built up from months of tension or repetitive activity in their daily life. You should drink plenty of water to help your body rid of the lactic acids that were released during the massage.