No matter where you find the data you plan to use, you must first evaluate the quality and appropriateness of that data for your application. Before using geographic data you need to find out how that data was generated, its original sources, and its projection. To obtain this information at the MassGIS website, you can use both "DataLayer Descriptions" and "Metadata" files for each data layer you plan to use. All MassGIS data is in the same projection:

Source: MassGIS website