You can use only one essential oil if you like.
Many websites advise blending it with Clove, Lavender, or Frankincense.
I would use Lavender as it is a lovely scent and blends well with quite a few other oils if you are planning on slowly growing your stock of essential oils. Clove would make a lovely holiday blend though. I'm not fond of Frankincense so I'd avoid it.
Visit your local health food store and see if they have testers so you can see which oils appeal to you.
When I blend I check what note the oils are: Top, middle, or base.
I usually only use two oils (Lavender and Ylang Ylang are my favorite) but I make sure that they aren't the same notes so they compliment each other.
I work with cream for my massages. I place about two tablespoons of cream in a dish and add around 3-4 drops of oil. I mix it well and ensure the client is happy with fragrance of the final blend.
Be careful when using essential oils during a pregnancy massage as many aren't safe. Also some oils can cause a skin reaction or photosensitivity. (Sweet orange doesn't cause photosensitivity like many citrus oils do.)
If you would like more information Aromahead's website offers a free online class: Introduction to Essential Oils (http://www.aromahead.com/online-classes)