A lot of my clients love to come to me in part because I will do massages without draping (unlike most spas which require draping). If you are comfortable going nude, I think you will get a better massage. The massage is more fluid without having to mess with a cover sheet and I can do a better job getting at the muscles. In particular, I can reach the attachment points of the quads when drapes aren't in the way. However, if you prefer to be covered that is perfectly fine and I will be happy to do your massage that way. It's all about what you are comfortable with.