Welcome Luis

Maybe, you were reading the GNU Smalltalk User's Guide. If so, at section
6.4.4 (Defining an intance method) you may find the following text:
  ``For clarity of programming, you might consider explicitly returning
self in cases where you intend the return value to be used.''

In my opinion, the statements:
  ^self
  ^super init
are fine when one wants to stress his intention to return `self'.

To answer your question: There are no preferences among programmers. Wheter
to return or not is up to you and your intentions.

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