I wouldnt wait. Do some stretches, warm up exercises of course. But movement is the best. I work in front of a PC all day and there are days I am in pain due to my back issues, but I find exercise to be the best medicine.
If you have enough energy, do it! I always feel completely zapped and lethargic after a massage, so working out right away wouldn't even be appealing to me. Ditto on drinking lots of water, though.