Nothing is going to prevent you from doing a workout, but what's the point? First, you just paid for a massage to presumably work out some soreness, trigger points, relax, rejuvenate, etc. A hard workout will undo all of that.
Second, you will not be at your best for the workout following the massage. So why not just wait a few days to get the maximum benefit from both. What you are proposing results in the minimum benefit from both.