i always massage my daughter, ever since she was a wee little baby .. & she loves it.
i mean, think about it; they're running around constantly & exhausting themselves out .. a little back massage shouldn't hurt.
but make sure the oil is organic & safe-- particularly, no sodium lauryl sulfate. (don't believe everything of wikipedia, as it is a load of lies.) you don't want to allow chemicals to seep into her body. it screws up the hormones & breaks DNA chains. & anything that contains dyes, such as red#40 & blue#3, yellow #whatever .. it distorts chromosomes inside the body among other things. you should also look out for the word "fragrance" inside the ingredients .. johnson & johnson is the worst, btw.
here is an organic oil/skin care site http://www.anthologyplace.com/
if it's too expensive (i don't know whether it is or isn't, i haven't checked), then just google organic safe oils..) or just make your own. it's inexpensive & easier than you think it is, like coconut oil.. it's solid in the jar, but place a little bit of it in a separate glass jar & stick it in a bath of hot water, heat it up & let it melt, then dab your fingers in it & rug it on your baby, or yourself. it's for the better for yourself & your child. :/ hope i helped!