Bruce is totally correct, but I'll expound a bit so you know the details.
The "stack" is a set of memory locations that the PIC uses. It is a small amount of memory; some PIC's only have 4 or 8 locations it can store.
When you "Call" a sub, the return address is PUSHed onto (put in for later use) the stack. Subsequent calls are pushed on, with the newest address values remaining at the top. If you have too many calls without a return, you experience Stack Overflow. Most PICs will Reset when this happens--the datasheet tells you the size of the stack and the results of an overflow.
When you "Return" from a sub, the newest address on the stack is POPped off (pulled off for immediate use) and the program goes there. If the stack is empty, it will either go to address location "0" or a random place depending upon the processor. The datasheet usually tells you what to expect.
So if you Return without a Gosub, the result is usually similar to a Reset...but, as I said, this may vary from mcu to mcu, and the datasheet is the best place to look for a definite answer.
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