Let's create some sample data
Clear["Global`*"];
data1 = {{1, 0.2}, {3, 1.2}, {5, -0.4}};
data2 = {{2, -0.9}, {4, -0.1}, {6, 0.3}};
L1 = ListPlot[data1, PlotStyle -> {Blue, PointSize[0.012]}];
L2 = ListPlot[data2, PlotStyle -> {Red, PointSize[0.012]}];
plot = Show[{L1, L2}, PlotRange -> All]
My question is the following: how can I connect with straight lines (in black color) all the data (from both lists), starting from that with the lowest value of $x$, up to the one with the largest value of $x$ coordinate?
Any suggestions?