The answers to your questions would fill a book.
For info on working onboard a cruise ship: www.cruiselinesjobs.com
For vacancies: www.allcruisejobs.com
You would work a minimum of 12 hrs/day (often more)
1,5 days off per week (more than others get)
for 8 months straight
share a cabin
do safety training
travel
see other places
meet a lot of people
have fun
able to safe some money
The Spa in most cases is run by concessionaires - so you would apply to the concessionaire and they can send you on any ship, where they need a massage therapist.
If they hire you, you would need to do courses before joining the ship (I think in the UK in both cases - Harding Brothers and Steiner)