Most LMT prefer that you are comfortable. So if that means nude, then be nude. If that means wearing underwear then do that. But they have seen it all. I’ve had a massage nude and gotten an erection. I apologized and they told me not to worry about it and that they have seen it before and typically it’s a natural reaction to some of the pressure points and muscles they are working on anyway. They don’t care. I mean as long as your not jerking off or doing anything sexual, it won’t matter. And you’ll be covered by a towel anyway.