Oils containing vitamin E may have a better shelf life, since it's an antioxidant. You don't need special oils, but they can be a nice touch. Make sure you remember to rub the oil between your hands to warm it, never pour it directly on the person you are massaging as it is uncomfortable and distracting. If you are just starting out, John Cole recommends trying safflower oil. It is a light, odourless vegetable oil available from most grocery stores.
Many people use their hands too much for massage.
Don't be afraid to use other parts of your body than just your hands for variety. I've had great success using my forearms and wrists. The palms and heel of the hand are commonly used for certain light and deep strokes respectively. Some people like to use their feet but must be very careful not to apply too much pressure. The variety of strokes and pressure that can be achieved by using other parts of the body can be a blessing to both the recipient and giver.