A message is recursive when the object sends the message to itself. In this case, the arrow starts and finishes on the lifeline of the same object.
The Create and Self-Destroy actions, and the Support delay option are not available with a recursive message.
When you create Undefined or Return recursive messages from the Toolbox, the control flow value is already selected:
You can also create an Undefined recursive message and change the control flow value afterwards.
You can choose to create a recursive message with or without activation from the Toolbox.
When you create a recursive message with activation, the recursive message is automatically attached to an activation and its control flow value is a Procedure Call which, by default, starts the activation.
Activation symbols are automatically created on the object lifeline as shown below: