This means that the insurance company wants to ask you questions presumably about facts relevant to your claim and that they want to record this interview with you. Usually it will be the adjuster for the insurance company that will be asking you the questions. In my experience, the adjuster will usually call you on a spontaneous and not prearranged basis to ask you these questions and record the conversation. It is possible that this is a strategy by the adjuster to catch you unprepared for these statements. This recorded statement can be very well used against you in the future and be used for a basis in denying your claim. Claims adjusters are skilled and experienced at asking questions and framing questions in a way where they can obtain favorable answers and support insurance company decisions. My recommendation is that you consult an experienced lawyer in handling insurance claims before you provide such a recorded statement to the insurance company.