A problem with javascript

not sure where you got the function "number" from?

try parseInt

var ageAsString = prompt("what is your age? ", "");
var age = parseInt(ageAsString);
alert(age);
if (age < 40) {
    alert("You are so young...");
} else {
    alert("Ok");
}

alert("thank you");

you should look into debugging javascript:
JavaScript Debugging[^]

.
Actually there is no need to create an extra variable just and only to use it as a type modifier of the given value.

However you DO need to validate that user inputs something that is number type and not any other kind of string.

var ageAsString = prompt("what is your age? ", "");
var age = Number(ageAsString);

// you convert input string to Integer immediately, no need to create extra variable
var age = parseInt(prompt("what is your age?", "")); 


// you first check that age is indeed a number and not a Not A Number (NaN)

if (isNaN(age)) { // if age is NaN then alert the user to stop messing around

    alert("You have to insert a number mate")

// in any other case , the script continues to do your stuff
} else { 

    alert(age);

    if (age < 40) {
        alert("You are so young...");
    } else {
        alert("Ok");
    }

}

alert("thank you") // you are welcome

Now there is a catch, if you put let's say 23a it will pass as a number and not a NaN.

For these cases you'll have to make more sophisticated validators but for now I think you have already got the idea of how to make your script more solid.

.