Cambiar var i = 0 en el for.
<!-- html--------------------------------------- -->
<meta charset="utf-8">
<h3>SUPERMAN</h3>
<!-- script--------------------------------------- -->
<script>
// Variables ----------------------------------->
var heroes = ["Superman", "Thor", "Batman", "Mujer Maravilla"];
// Funciones ----------------------------------->
// Programa ----------------------------------->
for( var i = 0; i < heroes.length; i++) {
alert(heroes[i]);
}
</script>