Google is your friend: Be nice and visit him often. He can answer questions a lot more quickly than posting them here...
A very quick search using your subject as the search term
gave 42 million hits: Google
The top hit is Wikipedia: http://en.wikipedia.org/wiki/Linked_list
] which explains it pretty well.
Now, why couldn't you do that?
In future, please try to do at least basic research yourself, and not waste your time or ours.