stock rom didnt have recovery only flash mode and fastboot mode,
to access flash mode turn off the phone press and hold the down volume button and insert the usb cable,
to access fastboot mode do the same but press and hold the up volume button instead and insert the usb cable,

note: both fastboot and flash mode can only be enter with a pc,

for recovery u have to install in yourself. see http://forum.xda-developers.com/xperia-u/go-development

hope this helps