Can you get a staph infection from having a massage?

Yes: If the masseuse's hands were unclean, any oils or lotions were contaminated, the table was not cleaned properly, or the masseuse had a skin infection on his/her hands or arms, one could get a skin infection like staphylococcus.

Unlikely: This is unlikely to occur, since staph is normal flora of the skin even if you did it would be difficult to determine whether the infection was from your own skin or outside contact.