How do I change a weird crazy impression I gave my massage therapist? I?!

Well, it depends.. You could:

1) keep going and act normal each time

2)stop going all together

3)ask them if you weirded them out when you went last time, and apologize for you actions.,
I don't know.. I tried.

ask if they got a weird impression and try to make things right...at worst stop going or just learn from your mistake

I think you should use Option 3 from Vikki Gray.