Using a specific example, Ancestral Statue.
I have played many different card games and they all have different rules regarding this ability. If I had no other permanents would Ancestral Statue return itself?
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Since Ancestral Statue doesn't say "Return another nonland permanent, it is possible it will return it self if it is the only permanent you control when it enters the battlefield under your control.
"Another" is an important word; Invasive Species won't return itself.