The problem is that when you read in readline from your file, you will have a line

"['39', '40', '39', '38', '35', '38', '39', '39', '42', '37', '40', '41', '37', '39', '39', '40', '38', '40', '39', '40']\n"

As you can see, the first item in your string is [. So, you don't actually have the numbers structured as you are expecting. Instead, since you seem to already have a list structure represented as a string, consider using literal_eval from ast:

>>> d = literal_eval(d)
>>> d
['39', '40', '39', '38', '35', '38', '39', '39', '42', '37', '40', '41', '37', '39', '39', '40', '38', '40', '39', '40']

Now you actually have a list of strings. Now you can proceed modifying that to your ints. As a simple process, you can then do something like this:

>>> converted_to_ints = map(int, d)
>>> print(list(converted_to_ints))
[39, 40, 39, 38, 35, 38, 39, 39, 42, 37, 40, 41, 37, 39, 39, 40, 38, 40, 39, 40]

Note, when it comes to using map in Python 3 you get a map object, which returns an iterator. So, if you need the list, this is why list is called when printing. You can read about it here:

https://docs.python.org/3/library/functions.html#map

Area of Improvement

Based on the contents of the file you are reading, it would be best to not structure the data like this. Instead, what should be done is not setting the data as a list representation in to the file, but just the contents of the list. This avoids having to perform the above solution, and instead, a simple:

with open('file.txt') as f:
  data = f.read().splitlines() # will remove newline character
  for line in data:
      # perform operations

would suffice.

You are not evaluating the line as a list: every line is just a string that happens to start with a '['. So you are iterating over the characters of the line.

If the file is like you describe it however, you can easily evaluate the line with ast.literal_eval:

from ast import literal_eval

with open("data.txt", "r") as fichier:
    for line,_ in zip(fichier,range(20)):
        the_list = literal_eval(line)
        the_list = [int(x) for x in the_list]
        print(the_list))

We here used zip as a way to obtain the first 20 lines. If you want to process all the lines, you can simply use:

with open("data.txt", "r") as fichier:
    for line in fichier:
        the_list = literal_eval(line)
        the_list = [int(x) for x in the_list]
        print(the_list))

You're reading a line, so you can simply replace the chars you don't want.

string = "['39', '40', '39', '38', '35', '38', '39', '39', '42', '37', '40', '41', '37', '39', '39', '40', '38', '40', '39', '40']"
s = string.replace(',','').replace('[','').replace(']','').replace("'","")
print s
#output: 39 40 39 38 35 38 39 39 42 37 40 41 37 39 39 40 38 40 39 40

Although in this case the ast.literal_eval solutions presented by idjaw and Willem Van Onsem seem as an obvious best fit, let me present another solution:

numbers_text = "['39', '40', '39', '38', '35', '38', '39', '39', '42', '37', '40', '41', '37', '39', '39', '40', '38', '40', '39', '40']"

Instead of chaining multiple replace operations, you can use str.translate to get rid of multiple characters in one pass, by providing the third argument to str.maketrans:

If there is a third argument, it must be a string, whose characters will be mapped to None in the result.

Afterwards, we can either use a simple list comprehension to convert the separate numbers from str to int:

numbers_int = [int(x) for x in numbers_text.translate(str.maketrans("","","[',]")).split()]

Or make use of map:

numbers_int = list(map(int, numbers_text.translate(str.maketrans("","","[',]")).split()))

Both will result in a new list of int:

[39, 40, 39, 38, 35, 38, 39, 39, 42, 37, 40, 41, 37, 39, 39, 40, 38, 40, 39, 40]