An example might make the concept more clear. The canonical example of mutually recursive functions is even? and odd?. Here they are, in Scheme:

(define even?
  (lambda (n)
    (if (zero? n)
        #t
        (odd? (- n 1)))))

(define odd?
  (lambda (n)
    (if (zero? n)
        #f
        (even? (- n 1)))))