How can I convert a HH:mm:ss string to a JavaScript Date object?

You cannot create a Date Object directly just from a time like HH:mm:ss.

However - assuming you want the actual date(day) or it doesn't matter for your case - you could do the following:

let d = new Date(); // Creates a Date Object using the clients current time

let [hours, minutes, seconds] = "18:19:02".split(':'); // Using ES6 destructuring
// var time = "18:19:02".split(':'); // "Old" ES5 version

d.setHours(+hours); // Set the hours, using implicit type coercion
d.setMinutes(minutes); // You can pass Number or String. It doesn't really matter
d.setSeconds(seconds);
// If needed, adjust date and time zone

console.log(d.toString()); // Outputs your desired time (+current day and timezone)

Now you have a Date object which contains the time you specified plus the current date and timezone of your client.

Try this (without jQuery and a date object (it's only a time)):

var
    pieces = "8:19:02".split(':')
    hour, minute, second;

if(pieces.length === 3) {
    hour = parseInt(pieces[0], 10);
    minute = parseInt(pieces[1], 10);
    second = parseInt(pieces[2], 10);
}

The Date object is never properly set because of the missing date part. This should work:

var d = new Date("1970-01-01 18:19:02");
document.write(d.getMinutes() + ":" + d.getSeconds());