Calling "pWorld->entities.begin()" returns an iterator object that references the first list item (which is the one that was just added). It doesn't return a pointer to the iterator, it returns the iterator by value, so it's copied into your "worldLink" variable. Remembers that iterators aren't pointers by themselves, but they act somewhat like them.
I can understand why this would be confusing. Like I said earlier, the STL container classes use a lot of advanced C++ features, and I can imagine that it would be extremely confusing to learn them all at once. And I'm probably not explaining it very well.
Your best bet would be to read through a C++ tutorial and learn things properly (although I'm still happy to answer whatever questions you may have).
I can understand why this would be confusing. Like I said earlier, the STL container classes use a lot of advanced C++ features, and I can imagine that it would be extremely confusing to learn them all at once. And I'm probably not explaining it very well.
Your best bet would be to read through a C++ tutorial and learn things properly (although I'm still happy to answer whatever questions you may have).