Not introducing himself was certainly odd. Besides that...hard to tell. I've had plenty of massages in my life from both women and men. I've never had one that wasn't painful at some times. It's up to the client, really, to speak up if the therapist is too heavy-handed (most of them are).
As for remarking that your skin is clammy, I don't exactly understand why that offended you. But doesn't he use massage oil or lotion? He should.