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.