My guess is that the user is doing something like this:
C:\slop>
java Average
Please enter a list of numbers:
1 2 3 4
at which point the Scanner is still waiting for input, so it looks like it's in an infinite loop.
after you do your "list of numbers (separated by a whitespace) " and (i assume) hit enter...you can continue entering numbers:
C:\slop>java Average
Please enter a list of numbers:
1 2 3 4
74
92
-123
you can keep entering numbers until you enter a NON-number...like "done":
C:\slop>java Average
Please enter a list of numbers:
1 2 3 4
74
92
-123
done
The average is: 7.571428571428571
C:\slop>