1. Female arousal tends to be more closely tied to emotional states, and feelings of warmth towards her partner.
2. Many women can come in two distinctly different ways:
through G-Spot stimulation and through clitoral stimulation. Many women characterize the clitoral orgasms as "sharper" and the G-Spot orgasms as "deeper".
3. Women often vary considerably in what type of sexual stimulation they like, and how they like it done. 
4. Female arousal usually takes longer to build, but can often last longer and be more intense than that which men commonly experience.
5. Women can often have multiple orgasms, if stimulation continues following the first (especially with G-Spot stimulation). It's because of #5 that the basic approach to erotic massage differs between women and men. Since women can sometimes enjoy stimulation all the way through one orgasm and into the next, there is little or no need for them to hold back in any way. Having orgasms in a series can cause arousal levels to float for a long time at a very high level.
Relaxing Your Partner's Body
Start by connecting with your partner. There may be specific ways you and your partner prefer to do this. If not, try kind words, soft gazing into each other's eyes, synchronized breathing, and/or caressing each others' faces or hands.
When both of you are ready, have your partner lie face down, naked, on the massage table. Start by quieting and focusing your mind while resting your hands on the receiving partner's upper and lower back. Then, perform a relaxing massage on the back, legs, and feet. Basic principles of relaxing massage include keeping your hands in contact with your partner, taking your time, being rhythmic yet sensitive, and proceeding from long gliding strokes to deeper ones. When giving a massage be sure to use good body mechanics: use your body weight rather than arm strength for deep strokes, during gliding strokes keep your knees slightly bent and fluid, and don't lean over the table. 
After relaxing your partner's back, legs, and feet, have him or her turn over. Massage the chest, arms, and hands. Then glide down to the legs. It can feel good to brush the genitals when going down to the legs. After finishing the fronts of the legs and feet, glide back up and slowly brush over the genitals, teasing them. This teasing process can be drawn out by brushing the inner thighs near the genitals, very lightly touching the pubic region, etc. At this point erotic energy is often building, making it a natural time to start shifting the focus to more explicitly sexual activities. Especially if this is your first massage with this partner, it's a good idea to look into your partner's eyes while cradling his or her genitals, and somehow ask his or her permission to go further. The rest of the massage will focus on the genitals, with periodic sweeps up and down the body to spread, balance, and integrate the sensations. One of the skills that comes with practice is being able to read the energy and arousal levels of your partner, and smoothly and gradually ramp up from relaxing massage to more arousing and sexual massage.
Suggested Types of Stimulation
Women vary in their tastes concerning G-Spot and clitoral stimulation, so you need to be attentive and listen. A common preference is for their partners to begin with gentle rubbing over the entire vulva, to follow this with clitoral stimulation, and to finish with G-Spot stimulation or G-Spot AND clitoral stimulation. Please be aware that neither clitoral stimulation nor any sort of vaginal penetration usually feels good unless a woman is already in a fairly high state of arousal. When performing genital massage on women one often has a "free hand" which may be used to glide over the rest of her body, tease her nipples, massage her perineum, caress her face, form "connections" with other parts of her body (by stimulating some other part of her body at the same time as you are pleasuring her genitals), etc.
Although the genital massage styles presented below are some of the most commonly favored among women, there are many more. Refer to Appendix B or examine the resources in this guide's "Learning More" section for more ideas. 
"Clitoral" - When massaging her clitoris, learn what part of it feels best to her. Going in circles around it softly and rhythmically with a lubricated finger is a good way to proceed, at least until you get more specific feedback or until you uncover something that obviously feels better. Once you find something that feels great, consistency with it is often the key to further pleasure. Some women find that clitoral orgasms feel better if their vaginas are pleasantly filled: more fingers or an appropriately-sized dildo are good ways to accomplish this, though penetration of any kind usually doesn't feel good to someone who isn't aroused, so it probably isn't what she would want you to start right out with.
