This is an interesting topic for clients and massage therapist.
For the most part, talking during a massage is necessary. It is good to let your massage therapist know what your needs are. We need to know if you need more or less pressure, if the temperature in the room and table is comfortable. We would need to know if the music is too loud or if you need it louder. Basicially, everything we need to know is all about your comfort.
Now, when it comes to conversational talking during a massage, that becomes a little tricky. There are some clients who wants complete silence. Others may want to talk the whole massage because that is what clams them down. Some clients may not know what to do, so they may do a little of both because the silence can feel awkward. All cases are fine and it is better to enjoy your massage the way you see fit. It is best to stay away from topics like politics, religion, and sex.
Even though the best way to get the most out of your massage is to be clam and relaxed. While staying less tensed, quiet and tuned into your massage, you will benefit tremendously. You will be able to feel where you most tensed spot are. You will then be able to let your therapist know where and how deep or light to massage. You will start to notice areas become less tensed and more relaxed. Begin aware is very important during a massage for both client and massage therapist.