Will massage electrodes work for eeg?
I don't quite know what a "massage" electrode is, but I'm going to assume its a piece of metal or foil with some adhesive on it.

This is an example of a "polarizable" electrode, which is largely capacitively coupled to the skin.  Any DC currents will saturate your amplifier, and your frequency response will be very high pass.  Such electrodes are suitable for pulsatile stimulation, but not necessarily for the recording of small biopotentials.

The other kind of electrode is a non-polarizable electrode, and usually consists of a metal coated with a salt of that metal, like Ag/AgCl, and are much better suited for recording of biopotentials.