In SICP exercise 2.26, this Scheme code is given:
(define x (list 1 2 3))
(define y (list 4 5 6))
Then this cons call is given:
<
cons uses the first argument as head of the list, and the second as tail.
You give it a first list (1 2 3), which will constitute the head of the resulting list and a second list (4 5 6), to be used as tail of the list. Thus, you end with ((1 2 3) 4 5 6).
Thing of lists as left-to-right combs, ending with empty list (represented as o here), and see how they combine.
X= Y=
/\ /\
1 /\ + 4 /\
2 /\ 5 /\
3 o 6 o
You then build:
/\
X Y
Obtaining:
/\
/\ \
1 /\ \
2 /\ \
3 o/\
4 /\
5 /\
6 o
which is ((1 2 3) 4 5 6 when represented with parenthesis. And this is a pair of lists.