I'm not sure what you mean.

"SELECT * FROM days" will fail because of recursion limit. But original idea was to get only the first Friday, the 13th. As there...

"UNION ALL" is a requirement in CTE

How about set-based approach:

SET DATEFIRST 1

;WITH days(Date) AS

(

--Get 13th of this month

SELECT CAST(CAST(YEAR(GETDATE()) AS VARCHAR(4)) + '-' + CAST(MONTH(GETDATE()) AS VARCHAR(2)) + '-13' AS DATETIME)

UNION ALL

--Get 13th of next...