Massage generally do not have many risks. However, if you are pregnant, the elderly or recovering from injury, you should be careful about getting massages.
Any skin rash would certainly be a contraindication. Also, massages after recent surgery or internal injuries could cause more damage. Anyone who has the flu or a communicable disease should probably wait until they get healthy again, for both the patient and therapists help. Deep tissue massage should be avoided in the elderly as well.