Don't edit a prebuilt theme's `functions.php` file! https://wordpress.org/support/topic/how-do-i-get-my-post-tags-to-alphabetize?replies=4

az_the_tags.php

<?php
/*
Plugin Name: A-Z the Tags
Description: Alphabetize the list of tag links
Version:     1.0
Plugin URL:  http://wordpress.stackexchange.com/questions/144703/wordpress-the-tags-not-in-alphabetical-order
 */
add_filter( 'term_links-post_tag', 'aztt_sort_tags_alphabetically' );
function aztt_sort_tags_alphabetically( $tags ){
  natcasesort( $tags );
  return $tags;
}