return was pretty clearly chosen in haskell to make its monadic do syntax look even more like a regular procedural language. Names that better express
what return really does would be something like "pack" or "lift" or "pure".
A typical example of a confusing return in haskell is this. Note that this always prints "hi".
foo bar = do
if bar > 5
then plugh
else do
xyzzy
return ()
print "hi"
Here xyzzy and plugh return different types; since the if statement needs the same type on both if branches, return has to be used to return a dummy value of the same type as plugh (here assumed to be ()). But it only returns it to the outside of the if; haskell's return does not influence control flow.
You do get used to this pretty quickly, but there's also a tendency to move away from that style of haskell. I'd write the above more like this, using
guards rather than the if, and using void to force both plugh and xyzzy to return the same type.
foo bar = go >> print "hi"
where
go
| bar > 5 = void plugh
| otherwise = void xyzzy