Massages aren't always 100 percent relaxation. If you are especially sore and going for an intense style of massage (like deep tissue or a sports massage), the massage can hurt at times. But be aware that there are two different kinds of hurt in massages; the kind that hurts because its actually getting into the tight knots and sore muscles, which will actually feel great a few hours or days down the line, and then the kind of hurt that is due to a bad masseuse. Be in-tune with your body and speak up.