Recursion always seems to cause beginning CS students trouble. One of the very best resources for learning and becoming comfortable with it is The Little Schemer. Although the exercises are in Scheme, they apply equally well to Common Lisp or Elisp.
Now Cheng Yichao brings us The Vivid Schemer, which captures the spirit of The Little Schemer in an interactive Web page. If you're a fan of The Little Schemer or you'd like to get a feel for what it's like, take a look at the Vivid Schemer.