A return is the distance from the face of a curtain rod to the wall casing where the rod bracket is attached.
The standard length of a return is four inches and the reason this information is so useful is because it will help you determine the type of curtains and/or bracket you need to purchase. If you have very thick, large curtains, you will likely need a larger return. If you have a more standardized curtain, a four inch return will most likely fit.
Here is a short video detailing what a return is:
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May you have a smart, stylish day!