You have to go back to the definition of cofinality of an ordinal. It's slightly confusing, but here's what I think the definition amounts to:
(I'm going to assume the axiom of choice, because everything gets messier without it)
Let [itex]A[/itex] be an ordinal (which we can represent as the set of all smaller ordinals). Let [itex]B[/itex] be a proper subset of [itex]A[/itex] (that is, [itex]B[/itex] is a set of ordinals, all of which are smaller than [itex]A[/itex]). Then [itex]B[/itex] is cofinal in [itex]A[/itex] if for every [itex]\alpha < A[/itex], there is a [itex]\beta \epsilon B[/itex] such that [itex]\alpha \leq \beta[/itex]. In other words, [itex]B[/itex] contains arbitrarily large elements of [itex]A[/itex]. So the definition of the cofinality of [itex]A[/itex]: It's the smallest cardinal [itex]\alpha[/itex] such that there is a set [itex]B[/itex] of size [itex]\alpha[/itex] that is cofinal in [itex]A[/itex].
So a couple of examples: If [itex]n[/itex] is finite ordinal greater than zero, then the cofinality of [itex]n[/itex] is 1. That's because we can let [itex]B[/itex] just be the one-element set [itex]B = \{ n-1 \}[/itex]: If [itex]n' < n[/itex], then [itex]n' \leq n-1[/itex].
Another example is [itex]\omega[/itex]: the cofinality of [itex]\omega[/itex] is [itex]\omega[/itex]. To see that, let [itex]B[/itex] be any finite set of natural numbers. Then it has a largest element, [itex]max(B)[/itex]. Clearly, this number can't be greater than or equal to every element of [itex]\omega[/itex]. So [itex]B[/itex] is not cofinal in [itex]\omega[/itex]. Turning that around, if [itex]B[/itex] IS cofinal in [itex]\omega[/itex], then [itex]B[/itex] must be infinite, so its cardinality is [itex]\omega[/itex].
So now, let's look at the case of [itex]\aleph_a[/itex]. If [itex]a[/itex] is a limit ordinal, then we can let [itex]B = \{ \aleph_{a'} | a' < a \}[/itex]. Then [itex]B[/itex] will be cofinal in [itex]\aleph_a[/itex]. So the cofinality of [itex]\aleph_a[/itex] would be less than or equal to the cardinality of [itex]B[/itex], which is just [itex]a[/itex].