The Excel DAY function returns an integer representing the day of the month (from 1 - 31) of a supplied date.
The syntax of the function is:
Note that Excel recommends that dates should be supplied to functions as either:
Column B of the following spreadsheet shows the Excel Day function, used to extract the day from three different dates.
Further examples of the Excel Day function are provided on the Microsoft Office website.
The result of your Excel Day function looks like a date (e.g. "01/01/1900"), instead of an integer.
This problem is most likely to be because the new cell or column is formatted as a 'date'. In this case, it is only the formatting of the cell that is wrong, NOT the value returned by the function.
The easiest way to do correct this is to select the General formatting option from the drop-down format menu of the Excel ribbon. This is generally located in the 'Number' group, on the Home tab of the ribbon (see below):