Massage can be therapeutic, but it can also be a form of relaxation and playful fun. If you're aiming for a bit of both, it's almost as important to set the scene as it is to have strong, supple fingers to knead his back and beyond.
Dim the lights -- This is a practical as well as a relaxing and shamelessly romantic tactic. If he's lying on his back, having the overhead fixture on will be uncomfortable for him even if it makes it easier for you to inspect that mole on his shoulder. Here's a compromise: Perform that mole check some other time, and make massage time a "feel as you go" activity.
Use candles -- You don't have to use candles exclusively if you think you need a lot of illumination to get the job done. Candles do provide a flickering, golden glow that creates a pleasant ambiance, though. If you're using aromatherapy candles (that work with the aromatherapy oil you've chosen), they can also be romantic, cheerful, therapeutic and illuminating. That's a lot for a little wax and a wick. You get bonus points if you can arrange for a crackling fire in a nearby fireplace, too.
Adjust the thermostat -- He may look wonderful without his usual ratty T-shirt on, but all that bare skin can get chilly, even as you're beginning to heat up with all that rubbing and kneading exercise. Keep the room warm enough to protect his tender hide.
Put on some mood music -- Yes, music has the power to make a massage memorable for both of you. Keep it low, slow and relaxing. You'll both flash on your massage routine every time you hear those haunting riffs in the future, so pick the accompanying music wisely. This is what soundtracks are all about.