A Sage matrix must have its entries being element of some ring. In other words you can not have a matrix of lists. However it is perfectly fine to have a 2d array (aka a "list of lists").
sage: l = [[1, [2,3]], [2, [5,4]]]
sage: print l
[[1, [2, 3]], [2, [5, 4]]]
To execute some code contained in a string you might use the "eval" or "sage_eval" command
sage: my_string = "[[1, [2,3]], [2, [5,4]]]"
sage: sage_eval(my_string) # run the Python code from my_string
[[1, [2, 3]], [2, [5, 4]]]
And to read the content of the file these are the standard Python commands open/close
sage: f = open("my_file.data") # open the file
sage: string = f.read() # read what is inside (result is a string)
sage: f.close() # close the file
Can you make the info a dictionary, which is an easy way to define the matrix? http://doc.sagemath.org/html/en/refer...
To people who has similar problems: One can unravel multidimensional list to one dimensional list and then input Sage.