BUG: fix: `list` as index item does not raise
- [X] closes #60925
- [X] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [X] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [X] Added an entry in the latest `doc/source/whatsnew/v3.0.0.rst` file if fixing a bug or adding a new feature.

### Problem:
Index constructor was allowing creation of indexes where one of the index's item is a list (unhashable) while others are not lists.

- If all items are lists - like columns=[ ['a', 'b'], ['b', 'c'], ['b', 'c'] ], it will try to create a MultiIndex. **Correct**.
- If _any_ item is a list, but _NOT all_ - like the initial example, columns=[ 'a', ['b', 'c'], ['b', 'c'] ], there's no check for this condition, and the creation will follow as if all items, including the lists, are valid column names.

### Solution:
Added a check in the Index constructor for this case. Raise ValueError.
Added test to check if is raising correctly.
Changed a test that should raise.
This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.