http://jesusnjim.com/programming/ascii_chart.html
it's like the 1st guy said about shift-enter in some programs. in some programs, it's simply enter. in windows this actually generates CR+LF. on linux/mac it generates LF (linefeed).
I think this came from the old KSR teletype days where you had a keyboard and a roll of paper and a serial port and linefeed actually feed a line worth of paper if you sent that character.
it's called for that purpose a control character probably because it controls the teletype.
and we still use it today, excepr now it's to scroll shell lines.
carriage return does what the carriage return does on a manual typewriter. there was a lever and when you hit the end of the line, you pushed that lever to the left and either the whole carriage containing your sheet of paper moved to the beginning of the line or the ribbon moved, depending on model. used to be the carriage I think.
today it simply moves the cursor to the beginng of the line, and does not advance the line(no scroll).