How to get text of number elements and put into array with jquery?

When you use bracket notation

 aTags[i].parent("li") 

it returns a DOM node

You want to use eq(index)

aTags.eq(i).parent("li")

Now inside the loop the use of this.text may be wrong too since there is no text property in DOM.

So what you probably want is

$('#flight-stops-filter ul li a').click(function() {
    var aTags=$('#flight-stops-filter ul li a');
    stops = [];
    for (var i = 0; i < aTags.length; i++) {
        var li = aTags.eq(i).parent("li");
        if (li.hasClass('active')) {
            console.log(li.text());
            stops.push(li.text().substr(0, 1));
        }
    }
});

aTags is Jquery Object with pure DOM objects wrapped inside. So, you won't be able to invoke jquery methods on pure DOM objects without wrapping them inside jquery.

Replace your for loop with

   aTags.each(function(){
     if( $(this).parent("li").hasClass('active'))
     {
         alert(this.text);
         stops.push(this.text.substr(0, 1));
     }
   });

As suggested here in jquery learning documentation, rather than accessing via brackets notation you need to access it via eq method of jquery.

aTags.eq( 0 );//for first DOM object wrapped inside a jquery object

For accessing the DOM object

aTags.get(0) ;//same as aTags[0]; 

The cause of the error has been well explained by others. This alternative is both straight forward and there's no chance of you running into that error:

var links = $('#flight-stops-filter ul li a');
links.click(function() {
    stops = links.parent('.active').find('a').map(function() {
        return $(this).text().substr(0,1);
    }).get();
});