Super Metroid is a game full of little complexities and mysteries. For instance, let the game sit on the title screen for a couple minutes and you'll get some hints. Pretty nice of the developers to put that in, I think. The hints are pretty mundane, though, until you see this scene:

It's kind of hard to see what's going on in that picture, but the gist of it is this: Samus is low on energy, curls into a ball, sets off a Super Bomb, then gets cloaked in a mysterious light and begins regenerating health.

How do you actually do it? Great question!

First, you have to grievously injure Samus. Get her health down to below 50 with no reserve tanks. We're talking the direst of straits.

Then select your Super Bombs, making sure you have around 11 of them, and 10 Super Missiles, and 10 Regular Missiles. Highlight your Super bombs, curl into a ball (press Down). Hold L, R, and Down, then also press and hold the Fire button.

Done right, your bounty hunter will be cloaked in a mystical veil where she will somehow consume her weapons and convert them into energies. And, yeah, she'll be low on armaments, but she'll be high on life points, which is a pretty good trade-off, right?