|   | 1 |  initial version  | 
If you enter PermutationGroupElement? at a SageMath prompt you will see the required format of the input, and that your input doesn't satisfy any of the requirements.
Moreover, from the documentation of the cayley_graph method (accessed e.g. by entering G.cayley_graph?), you can see that you don't have to be so verbose when specifying generators which are cycles.
sage: G = SymmetricGroup(4)
sage: G.cayley_graph(generators=[(1,2),(1,3),(1,4),(2,3),(2,4),(3,4)])
Digraph on 24 vertices
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                Copyright Sage, 2010. Some rights reserved under creative commons license. Content on this site is licensed under a Creative Commons Attribution Share Alike 3.0 license.