Think of a composite index as a phone book. The phone book is sorted by last name, then the first name. If you're given the name Bob Smith, you can quickly find the S section, then Sm, then all the Smith's, then eventually Bob. This is fast because you have both keys in the index. Since the book is organized by last name first, it would also be just as trivial to find all the Smith entries.
Now imagine trying to find all the people named Bob in the entire phone book. Much harder, right?
This is analogous to how the index on disk is organized as well. Finding all the rows with a certain page column when the list of sorted in (name, page)
order will basically result in a sequential scan of all the rows, looking one by one for anything that has that page.
For more information on how indexes work, I recommend reading through Use the Index, Luke.