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From your bootloader screen, toggling the volume buttons will offer functions like Start, Power Down, Restart Bootloader, and usually … Recovery. Pressing the Power button generally executes the displayed function.
The recovery partition is a rudimentary mini operating mode which allows loading updates, wiping the cache partition, and performing a factory reset to a phone that cannot boot properly (e.g. in an endless bootloop, never reaching an unlock screen). It's not called recovery for no reason -- it's an essential tool for restoring a broken phone.