How can i ease my anxiety about seeing a massage therapist?

Mindfulness: Reading on "mindfulness" is an effective way to treat anxiety without medications.

Stay active: Exercise is a great way to relieve stress. Your body releases endorphins during exercise, which can help you feel calm. If you exercise 30 - 60 minutes a day, your stress levels can improve. When stressed, take 5 slow, deep breaths with your eyes closed, then roll your shoulders forward 5 times, then back 5 times. This will slow your heart rate and release tension in your neck and shoulders.

Take it slowly: I assume you were referred to a massage therapist, or feel massage would help even though you're anxious about it. (otherwise i'd say just don't go.) like most other therapists, a massage therapist will understand if it's new to you and the idea makes you uncomfortable. Read about massage, and maybe start with a short session, or limit it to parts of your body that don't trigger anxiety.