Compose (or Reply to) a message as usual in Gmail.
Click the More options icon in the lower-right corner of the compose window.
Click Request read receipt from the drop down.
Send your message.
Presumably you are using webmail via your internet browser. I tried creating a message using my Gmail address within Google Chrome and could not set a return receipt (although some available add on Apps seemed to have this facility, they did not have good reviews ! ).
If you were to use an Email client, such as the free Thunderbird, a Return Receipt option is available within the write messages options.