When you get a full body massage do you get more tender with your underwear or on or you get a little more tender when you are undressed?

It is difficult to massage through clothing, so the feeling will be different. If by "tender" you mean "aroused", then that depends entirely on your attitudes toward nudity and nudity in front of others. There is nothing sexual about a massage unless it is offered in that sort of environment. It is in your mind whether you are aroused by touch, nudity, massage, or the environment. It will depend on your upbringing, life experiences, past and current relationships and your state of mind. If all these things are healthy, and you are assertive, then you have no need to fear removing your underwear for a massage.