This is a view logic problem, not a JavaScript/jQuery problem. You are using a normal link to change the day parameter and re-render the entire page. Based on the only line of code you are showing us, I'm guessing your view loops through a bunch of dates and prints a link out for each one. The problem is, you are assigning the active_link class to all of the day links in your view. "Fixing" this problem with jQuery in the browser after the page loads is the wrong approach; instead fix your view logic to only assign the active_link class to the one correct link (and ditch the non-unique 'link' ids).
In your controller:
@active_day = params[:day]
In your view:
<% days.each do |day| %>
<%= link_to day, root_path(:day => day), :class => (day == @active_day ? 'active_link' : '') %>
<% end %>
Obviously, you'll need to tweak that code some to work in your app - you haven't shown enough code for me to write a working code solution.