What you probably imagine when you're thinking about a massage: on a massage table, undressed to your level of comfort, with a sheet and blanket over the parts of your body not getting massaged. I find that a table massage is good for relaxation and can bring gliding strokes to a session that might be harder to find in a Thai massage. 

The Thai style of massage is practiced on a floor mat and is done completely clothed. During a Thai massage you might find more of mixture of stretching and compressions than in a table massage, as well as a client being able to be more engaged throughout their massage. I find this can be quite effective at working deeper muscles that would otherwise take a longer time to bring to a session.