You will be completely covered at all times, except for the area being massaged. Whatever makes you feel comfortable. Some clients wear shorts, some their underwear, and some clients prefer to wear nothing at all. If you've been exercising beforehand, yes. Otherwise, it's your choice whether to shower or not.
Many clients prefer to relax in a warm shower or bath before their massage.
During a session of an hour or more, I'll typically work on your back, shoulders, legs, feet, arms, hands and face. I'll ask you about your expectations and whether you would like me to concentrate on any specific areas or avoid others. I bring everything, including the massage table, lotions, linens, stereo and soothing music. Your massage is YOUR time.