There is nothing wrong with bringing whomever you would like! Couple's massage is not only for romantics!
While talking is not generally reccomended in order for you and your sister to receive the full benefit from your session, as long as it does not disturb your sister or any other paying customers within earshot, you should feel gree to gab away to your heart's content. There is no rule against talking during a massage, although therapists should generally not encourage it - they should be focused on you and your body and that is hard to do when engaged in conversation. One of the biggest complaints people have about massage is that the therapist talked too much! So don't feel the need to be polite engaging a therapist in converstation - you may not get them to stop after you're finally ready to zone out and relax!
Couples massages don't only occur at the local spa - it can be done in your own home too! For many people this is more convenient and more comfortable. We explain more about how this works on our in home couples massage page.
Enjoy!