To prevent evaluation you need to quote:
(let ((a '((< 10 30) (display "This message should never be printed"))))
(car a))
(let ((a '((< 10 30) (display "This message should never be printed"))))
(cdr a))
yields
'(< 10 30)
'((display "This message should never be printed"))
If however you want to evaluate those expressions later, the easiest way is to wrap them into a lambda expression:
(define a
(list
(lambda () (< 10 30))
(lambda () (displayln "This message should never be printed"))))
(first a)
=> #<procedure>
((first a))
=> #t
(second a)
=> #<procedure>
((second a))
=> This message should never be printed