Just relax. When I get a client in the room I talk to them first to see how comfortable they are. I always tell them to undress to their comfort level, we can work around any clothing that you do not want to take off. If it is a female and she leaves her bra on I just ask permission to unfasten it to work out her back the refasten it when i am done. No "sensitive" areas are ever revealed, they are always covered. As to the chest of a women, some therapists do the pecks but they should not rub over the breast.
Talk to the therapist, if at any time you are uncomfortable let him/her know so they can adjust their techniques. If you do not speak up, we do not know how you feel inside. We can feel you tense, but the reason is not always what we think.
But enjoy, massages are great for everyone.