recursive means, as you can learn in mathematics or nearly with every programminglanguage, that a function calls itself in it's body.
there are different types of recursion, depending on how often the same function is called in itself, or how much steps are between it (function a calls function b, which then calls function a again)
also recursiv functions can be endles when there are no start or stop clauses
so you can see in the recursive word PHP:
PHP = PHP Hypertext Preprocessor = PHP Hypertext Preprocessor Hypertext Preprocessor = PHP Hypertext Preprocessor Hypertext Preprocessor Hypertext Preprocessor ....
and so on
and what velo said isn't always true:
"Ah, recursion = evil in C++...damn I hated that stuff..."
Sometimes recursion is really neede, or makes your work much easier...
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