Make yourself comfortable. If your therapist wants you to adjust your position, she/he will either move you or will ask you to move what is needed. Otherwise, change your position anytime to make yourself more comfortable. Yes, you may scratch your nose, adjust your body on the table, etc. I would encourage you to breathe deeply and examine the sensations in your body during the course of the session. I may ask you at points to take deep breaths in specific ways, or to push back against my hand to help release a muscle that is tight.
Many people close their eyes and relax completely during a session; others prefer to talk. It’s up to you. It is your massage, and whatever feels natural to you is the best way to relax. Do not hesitate to ask questions at any time.