If my general dies and I have a card with the recover ability(Icefall) in my graveyard, can I pay the recover ability and return the general to my hand or the general goes to the graveyard and then directly to the command zone?
In case I can return it do my hand, does it add the commander tax (2 colorless)?
Your Commander going to the command zone instead of the graveyard is a replacement effect. It never touches the graveyard, so it hasn't died.
Also, you seem to be misreading Recover. Recover says that you can return the card with Recover to your hand if you pay the cost. So if a creature of yours dies (goes from the battlefield to the graveyard), you may pay the cost and get Icefall back in your hand. If you don't pay the cost, you lose your chance and Icefall is exiled.
If my general dies and I have a card with the recover ability(Icefall) in my graveyard, can I pay the recover ability and return the general to my hand or the general goes to the graveyard and then directly to the command zone?
In case I can return it do my hand, does it add the commander tax (2 colorless)?
Also, you seem to be misreading Recover. Recover says that you can return the card with Recover to your hand if you pay the cost. So if a creature of yours dies (goes from the battlefield to the graveyard), you may pay the cost and get Icefall back in your hand. If you don't pay the cost, you lose your chance and Icefall is exiled.
By the way, for future reference, you want the "Magic Rulings" subforum here: http://www.mtgsalvation.com/forums/magic-fundamentals/magic-rulings
The Commander forum is for discussion only. All rules questions go to Rulings, even ones related to Commander.