Tip #2 from the Basic debugging checklist: print. Add more prints inside your for loop. It is likely that $a is beyond the last element of the @matching_values array.

for($a=0;$a<=scalar(@hfr);$a++)
{
my @matching_indices=indexes {$hfr[$a]}@gl;
my @matching_values=@gl[@matching_indices];  
print "a=$a\n";
use Data::Dumper; print Dumper(\@matching_indices);
print "$matching_indices[$a]";
}
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$a is definitely going beyond the end of @hfr. Use < instead of <= in the loop test to avoid this.

Oh, and don't use $a as a variable name. Nor $b for that matter.

Update: For some reason I had missed that Cristoforo had already mentioned this. Sorry for the waste of bandwidth.

Thanks for your help. Will go through the tutorials. but i still get the same error with your idea too. anyway will see if i get any help in the tutorials.

for($a=0;$a<=scalar(@hfr);$a++)

for($a=0;$a<scalar(@hfr);$a++)

There seem to be some other problems as well.

my @matching_indices=indexes {$hfr[$a]}@gl;

my @matching_indices=indexes {$hfr[$a]eq $_}@gl;

...and check that your opens actually work (against possible typo in name, CWD is wrong dir; etc):

open (HFR, '<', 'HFR_genes.txt') or die "Can't open for reading HFR_ge
+nes.txt, $!";
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Updated to correct file name; miscopied from OP.

#!/usr/bin/perl
use 5.010;
use strict;
use warnings;

my $gene_list = 'gene_list.txt';
open GL, "<", $gene_list or die "Unable to open $gene_list because $!"
+;

my %seen;
while (my $gene = <GL>) {
    $seen{$gene}++;
}
close GL or die "Unable to close $gene_list because $!";

my $hfr = 'HFR_genes.txt';
open HFR, "<", $hfr or die "Unable to open $hfr because $!";

while (my $gene = <HFR>) {
    print if $seen{$gene};
}
close HFR or die "Unable to close $hfr because $!";
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Update: If both files have unique lines, the code could be shortened to:

my %seen;
print grep $seen{$_}++, <>;
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