Contrary to what you may have heard, massage does not have to be painful in order to be effective. Having said that, there are some techniques that can be uncomfortable temporarily, depending on the area being treated and what your goals of treatment are.
If you and your therapist decide to use these techniques, the therapist will use a pain scale of 0-10 and will work within a reasonable level of discomfort. They may also direct you to use breathing techniques that reduce discomfort and help to relax your muscles.
The therapist will communicate with you throughout the treatment to make sure you are comfortable with the pressure they are applying.