If you're receiving a chair massage at work, you won't need to worry about wearing or avoiding any specific kind of clothing on the day of your massage. Your massage therapist is specially trained to perform a chair massage over regular everyday clothing.
The only exception would be if you're wearing a bulky sweater or jacket. You'll get a better massage without wearing it.
In order to comfortably rest your face in the face cradle of the massage chair, you'll want to remove any hats or glasses prior to the massage.
If your office massage program involves an unclothed table massage, you'll be located in a private area where you can disrobe to your level of comfort. Sometimes clients prefer to keep underwear on, and sometimes they prefer to disrobe completely. Whatever you're most comfortable with will be fine with your therapist.
In any case, you'll be carefully covered with the drape (sheet) at all times, and the therapist will only undrape the area being worked on, while the rest of the sheet is tucked securely around you.