You don't have to walk around half-naked, don't worry!
What Will I Have to Wear?
Usually, you'll be given a bathrobe or a long towel, and they'll direct you to a place where you can change. You'll be asked to keep your underwear on and put the towel or bathrobe on over the top.
During the treatment, you'll only be asked to expose the part of your body that the practitioner is working on. For example, if you're receiving a full-body massage, they'll do it in stages, revealing only the part of your body that needs to be on show. If they're massaging your shoulders, nothing else will be on show. The staff attitude is very professional and you'll usually be given the opportunity to make yourself decent before you even leave the treatment room, so walking around half-naked needn't be a concern.
Spa treatments can be relaxing and rejuvenating, and I really recommend going for it, even if you're nervous. You'll feel much better afterwards!
What Should I Bring to a Spa?
If you're staying at a hotel spa, it's best to bring loose, comfortable clothes and swimwear. Many spas also have gym facilities so you'll need something to work out in if you're going to take advantage of that.
You don't need to bring anything at all if you're just visiting the spa for a treatment, as they'll provide you with everything you need.