Yes you can be nude for a massage.
You leave your underwear on.
That is an interesting question and could have different answers depending on how it is interpreted. If you are getting a massage in the United States, then it is illegal to be nude and must have a drape, sheet, or towel to cover the genitals and anus for both sexes, and females must also have a breast drape to cover the nipples and areola.
No, you do not.
What do you mean by nude massage? You are expected to LEAVE ON YOUR UNDERWEAR (as in underpants) when you receive a massage. A professional massage therapist will know how to drape you with the sheet/blanket so that only the part of your body being worked on is exposed.
In the US, there is no such thing as a nude massage. It is illegal in all 50 states. You must be covered with a sheet or towel and are never nude. You may, however, be completely disrobed and covered with a sheet or towel. That is how most people get their massages. And, we never call it nude, or naked!
Nude massages are mostly common on beaches. I reccommend nude massages; they're very relaxing.
You leave your underwear on during massage. When I've had a massage I've always been naked.
You do not have to be nude. And, in fact, it is illegal to be nude during a massage in the US. You may be disrobed, which means having all your cloths off. But, you are covered very professionally with a drape so no private anatomy is exposed.
Generally you are nude, but you can wear underwear, especially for women who are menstruating.
There is no such thing. During a professional massage, you leave on your underwear and you are draped modestly with a sheet and blanket.
A massage performed by two nude chicks back n forth and end with happy ending.