reset MacBook pro

I was told to press the power key and the option key and that two hard drives would pop up and that I was to click on the hard drive that said recovery, when I tried this only one hard drive popped up it has" Macintosh HD" below the picture of a hard drive but no other hard drive picture came up, no recovery hard drive. I don't want to go any further until I can get some answers, should I click on the Macintosh HD? If not how can I get out of this place? How could I get to the home screen? I'm not sure of the operating system, I entered any one below.