As a licensed massage therapist, I learned that massage in the first trimester is not a problem. We just stay away from certain areas, like pp mentioned, places on the ankles and hands. Even those points are only dangerous if you spend alot of time on them. I avoid them completely just so that if anything happens I can not be blamed.
There are some places in the country where massage therapists are not required to have any formal training. Some states have licesing requirements, some do not.
There are several certification programs for prenatal massage, and if you are concerned about getting massage while pregnant it might be good to look for someone who has had that training.
I have gotten lots of massage during this pregnancy. It is nice to be cared for at a time when you are caring for someone else 24 hours a day. Just make sure you drink plenty of water after.