Kathy, I'm glad you started outpatient PT today, and especially glad you have a nice therapist.
I was pretty tense the first time my therapist massaged my actual incision. It just seemed like an area that shouldn't be touched- plus, a sharp little suture is sticking out of mine- YIKES! My PT explained the importance of massaging the scar, so I'm okay with it, but it sure is sensitive.
On heat vs. ice, just figure out what works best. I probably don't ice as much as some of our Bone Smarties because cold = discomfort to me, however I see the benefits therefore I force myself to ice. I love hot baths, have taken a couple this past week. Unfortunately I notice more swelling after a tub soak. Today I took a quick shower followed by ice + elevation. My knee is less swollen and feels much better compared to yesterday after the hot bath.