SpaceX's primary reason for existence is lowering the cost of launching satellites and supplies beyond Earth's atmosphere. For every part of a rocket that can be recovered and refurbished for future use, there is room to lower costs. In a string of Tweets from Elon Musk, it has been made public that SpaceX is going to try and bring the upper stages of rockets safely back to Earth.
Once a rocket achieves orbital velocity, dropping sections back down to Earth is already a big enough challenge. In true fashion of the flashy stunts that SpaceX has pulled in the past, Musk states that SpaceX will use a "giant party balloon" to help recover the upper portion of its rockets.
And then land on a bouncy house— Elon Musk (@elonmusk) April 16, 2018
The idea certainly does sound crazy enough for SpaceX to actually try, but it may not be quite as absurd as it initially sounds. Large balloons can act much like parachutes while also providing lift that can allow for more controlled landings. As for Musk's comments about landing rocket parts on a bouncy house, it's possible that he is just making a joke, but a floating barge with soft surface is not out of the realm of possibility.
In a follow up comment, Musk replied to explain why a balloon could actually be a viable option. It turns out that the shape of a balloon keeps many of its aerodynamic properties regardless of how fast a rocket may be falling back to Earth's surface.
Yeah, but great for creating a giant object that retains its shape across all Mach regimes & drops ballistic coefficient by 2 orders of magnitude— Elon Musk (@elonmusk) April 15, 2018
Until further testing is conducted, we won't know for sure what SpaceX is exactly planning, but it is certain that there will be some interesting recovery efforts being made.