A massage is going to leave you slightly dehydrated, so it is a very good idea to drink water both before and after having one - but far enough in advance that you can empty your bladder before the massage begins. Massage plus dehydration means soreness and achyness in your body the next day. If you are a regular coffee, soft drink, and/or alcohol consumer, up your water intake even more because caffeine, sugar, and alcohol are diuretics, which make you lose water faster and dehydrate sooner.
As far as other things, taking a shower would be very considerate. Some spas have showers available for clients to use and if you are planning to use them, make sure you allow enough time for it when you arrive. I wouldn't bother washing your hair, though, because it's just going to get oily during the massage. I try to schedule my massages for the day my hair needs washing anyhow.
It would be really nice, if you can't shower, if you could at least wash your feet. A dollop of hand sanitizer would do the trick.