I'm a former massage therapist, and I've found that massage helps me quite a bit. Whoever said that you need to communicate with your therapist is absolutely right. There is a certain amount they can read as they work on you- tension in the muscles, the way you breath or shift. But they aren't mind readers. If something hurts you've got to speak up.
On the other hand, there may be times when what they're doing is uncomfortable. It's kind of like exercise. It doesn't feel great at the time, but in the long run you're better off for doing it. I took a break from receiving massage for a while, and the first one or two back left me aching for a couple of days. But once those days passed, I felt much better than I had before the massage. The more regularly you have massage the less that post-massage achiness is a problem. And you want to drink as much water as possible in the 24 hours after your massage. That will help a lot, too. If you've got any knots, your therapist may want to work on those. Be honest with them about whether or not you can handle that type of work. If you do decide to let them, tell them if you get near your limit. Rome wasn't built in a day, and neither was that knot. It doesn't have to come out in one session either.
When I was massaging, I would not have wanted to work on a client when the touch of clothes or sheets caused pain. I don't see how massage could be anything but a negative at that moment. I was OK with causing some discomfort for the client's eventual benefit, but never pain. Pain means you're either damaging the tissue you're working on or increasing tension in the rest of the body as the client tries to guard against the pain. Which undoes all the work you've just done. "No pain, no gain" is not an appropriate attitude in a massage environment.