Well usually you will meet the massage therapist and they will ask you questions about your skin type and how you have been feeling over the last few weeks and if you have any allergies (usually while you are having a foot soak/massage). They will then leave the room to let you change into a wrap, (usually about 10 minutes) and instruct you how to lay on the table. The therapist will then come back in and ask you to relax, and some places will allow you to choose your sent journey others will make one up for you. It is usually just an essential oil they add to the oils they will use on you.
Now the experience from here is different depending on the type of massage you buy but usually it is that you start on your stomach and then they will let you turn over and lay on your back. You should expect to pay about a dollar a minute for a standard massage and about 1.25-2 dollars a minute for the specialty ones (hot stone, maternity etc)
It is a great way to treat yourself, so just relax and enjoy it! I always fall asleep on the table. Be sure to pick a reputable spa and all will be fine.