Under your Skin: How you perceive touch

This is a great picture, showing how touches on your skin is perceived by your brain - including, of course, how massage is perceived.
Via mechanoreceptors in the skin, your brain collects information such as pressure and temperature. Your brain then evaluates where you are, checks to see if you have been in this place or this situation before, and decides what to do. If the brain decides you are in danger--if, for example you touch a sharp needle and prick your finger, the brain will take you to safety--by making your finger hurt, and activate muscles to make you pull your finger away.

It is important to understand that, although there are different kinds of mechanoreceptors in your skin, there is no such thing as a 'pain receptor'.

The picture is from this article, which explores if keratinocytes, the most common cells in the outer layer of skin, the epidermis, have a role in touch sensation, and how they communicates communicate with cell-sensory neuron communication, The researchers postulate that this may allow for easy, non-invasive treatment options for pain currently in use--specifically topical analgesics and antipruritics.

Schematic diagram depicting the proposed mechanism for ATP release induced by mechanical stimulation of keratinocytes and its interaction with P2X4 on sensory nerve endings.

Touching of the skin, and therefore the mechanical stimulation of keratinocytes, elicits release of factors such as ATP, which in turn, acts on P2X4 and possibly other receptors on sensory neurons found within the epidermis, thereby causing action potential firing in the neurons and downstream effects leading to touch perception.