Is massage always a good idea?

Yes for the most part massage is a good idea! However as massage increase your circulation there some contraindications and here's useful list.
You have a fever. When you have a fever, your body is trying to get rid an invader of some kind. Massage increases overall circulation and could therefore work against your body's natural defenses to fight it off.
An infectious disease. Better to stay home. You will probably infect your massage therapist.
Systemic infection.
Cancer. Always check with a doctor first.
Severe cold.
A bone fracture, bleeding, burn or acute injury.
Liver or kidney disease.
Blood clot.
Open skin lesion or sores.
If you have any doubts at all consult your doctor and your massage therapist.