To convert an existing list of strings into a list of floats:
lista = [float(i) for i in lista]
Source: https://stackoverflow.com/questions/1614236/in-python-how-do-i-convert-all-of-the-items-in-a-list-to-floats
The tbm conversion can be performed directly in the append:
idades.append(float(a[0]))
I rewrote your code to python3 by performing the conversion like this (and some other modifications). If you prefer:
#!/usr/bin/python3
n_alunos = int(input('N. de alunos: '))
idades = []
alturas = []
for i in range(n_alunos):
dados = input('Idade/altura: ').split(" ")
idades.append(float(dados[0]))
alturas.append(float(dados[1]))
map(float, list) is also a good
– Fabiano