At The Relaxation Center, expressing your feelings and thoughts during a massage is part of the two way street experience to having the massage you want. To have the massage you want, communication is key.
An example in another situation might be...In a restaurant when a person wants a food item cooked "well-done", one person's idea of "well-done" might be burned almost and other person's idea of "well-done" might be slightly browned.
In massage,there is a difference between soft-"spa-massage", deep-tissue and reconstructive bodywork. Your idea of "soft" or "deep" might not be the same as the therapists. So, you should feel free to ask the massage therapist to apply the amount of pressure you desire at the beginning of the session, and feel free to comment as the sessions progresses. If you are more inclined to want a softer style or more deep pressure as the session continues, the therapist wants you to have what works for you, so comment or ask.
Sooner or later, you both should be on the same page with what works for you. After all, you are the one paying for the massage you want. One thing about it though, you have to speak your mind. It is great once you find the massage therapist that can have the perfect pressure for you. It is also wonderful to feel comfortable to express your desired level of pressure each session to keep good communication continuing. Every time you have a massage, you have been doing other things that lead up to that moment. You have had other experiences and done other exercises, have other body tightnesses etc... so be open and express your level of comfort.