How to add result of generate_series to array in PostgreSQL?

You can use the array constructor:

DECLARE
  dates date[];
BEGIN
  select array(select generate_series('2012-06-29', '2012-07-03', '1 day'::interval)::date)
    into dates;  --need semicolon here
  return dates;
END;

If that code is actually a function, then you can simplify it to a SQL function

create function get_dates()
  returns date[]
$$
  select array(select generate_series(current_date - 6, current_date, interval '1' day)::date);
$$
language sql;