As Green Cloak Guy mentioned, input() always returns a single string.
In Python 3.x, if you want multiple inputs you can use the .split() method and a list comprehension:
input_list = [int(x) for x in input("Enter values for list: ").split()]
#Enter values for list: 1 2 3 4 5
input_list
Out[4]: [1, 2, 3, 4, 5]
Keep in mind this will only work for integer values, if you want the user to input float values as well, you can change int(x) to float(x). Only caveat is that the integer values will also be cast to float values:
input_list = [float(x) for x in input("Enter values for list: ").split()]
#Enter values for list: 1 2 3.3 4 5
input_list
Out[8]: [1.0, 2.0, 3.3, 4.0, 5.0]
More on the .split() method here
More on list comprehensions here