SQL Server 2017 (Linux)

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create table hdate( a date)
declare @x date = convert(date, '2021-01-01', 23);
declare @y date = convert(date, '2021-01-31', 23);

with a (dt) as (
  select @x
  where @x <= @y
  
  union all

  select dateadd(d, 1, dt)
  from a
  where dt < @y
)
insert into hdate(a)
select dt
from a
31 rows affected

select *
from hdate
order by 1

a

2021-01-01

2021-01-02

2021-01-03

2021-01-04

2021-01-05

2021-01-06

2021-01-07

2021-01-08

2021-01-09

2021-01-10

2021-01-11

2021-01-12

2021-01-13

2021-01-14

2021-01-15

2021-01-16

2021-01-17

2021-01-18

2021-01-19

2021-01-20

2021-01-21

2021-01-22

2021-01-23

2021-01-24

2021-01-25

2021-01-26

2021-01-27

2021-01-28

2021-01-29

2021-01-30

2021-01-31