I always thought it ought to be "inject" or something. Return is just outright confusing to novices & just encourages them to believe that do ... return notation has something to do with imperative programming. Which is does of course, but only by the most circuitous of routes.

My embarrassing Haskell moment was how long it took me to realise that I could never get Arrow notation to work because the first argument to an arrow was the "arrow type" bit, so I was always trying to pass the wrong number of arguments to (*) and friends. Took me ages to get over that hump.