If you have never been to a spa before, it is important to know some basic spa etiquette to make yourself comfortable and to enhance your experience. Of course, every spa is different but the basics are generally the same. Here is a link to a comprehensive article on spa etiquette on SpaFinder’s website.
To add a few thoughts of my own, I can’t stress enough about communicating your preferences to the therapist. Nothing can ruin a spa treatment faster than being too hot or cold, a chatty therapist when you prefer silence or pressure that is too light or too hard. If the therapist does not respond to your requests, ask to speak to the spa manager when the treatment is over. If you are really uncomfortable, ask for the treatment to end.