To manage the Return Statuses, Actions and Reasons your customers will see when they submit for a return click Localization then Returns in your admin in the right menu. If the right menu is not showing click the gear icon in the far, upper right corner of your screen. Visit Sales > Returns to see how these settings are used in Returns.
Edit, remove or add a status you would like to be used when a customer submits for a return or you create a return.
Edit, remove or add return actions to be used when a returned is processed.
Edit, remove or add return reason to be used when a returned is submitted.