Вы забыли закрыть пару скобок, и строки индексировать не нужно:
my_list = ['apple','orange','pineapple','orange','banana']
my_new_list=[]
for i,value in enumerate(my_list):
for j,second in enumerate(my_list):
if [value,second] in my_new_list:
pass
else:
my_new_list.append([value,second])
print(my_new_list)
Вывод:
[['apple', 'apple'], ['apple', 'orange'], ['apple', 'pineapple'], ['apple', 'banana'], ['orange', 'apple'], ['orange', 'orange'], ['orange', 'pineapple'], ['orange', 'banana'], ['pineapple', 'apple'], ['pineapple', 'orange'], ['pineapple', 'pineapple'], ['pineapple', 'banana'], ['banana', 'apple'], ['banana', 'orange'], ['banana', 'pineapple'], ['banana', 'banana']]