Actually, this is not correct. While recursion is typically implemented in the form of a function which calls itself, that is not exactly what recursion means. In fact, "recursion" derives from "recur", which simply means to repeat, or re-occur, which, when you look at it, is exactly what a "recursive" function is designed to do (without all that messy for/next, do/while jazz). Calling itself is just a particularly clever, interesting, and elegant way to do that.
To really illustrate the point of recursion, consider showing your students one of the simplest recursive algorithms out there. You can find it on the back of many shampoo bottles:
* Lather.
* Rinse.
* Repeat.