If by Stage you’re referring to a list section/board column, I don’t think there’s any way to sort by those in the My Tasks view, unfortunately.
If you had access to advanced search you could find this information that way, but it appears that you’re using free Asana if I looked up your account info correctly so advanced search isn’t an option.
If Stage happens to be projects that you’ve multi-homed your task into, that could be done, since My Tasks allows you to sort by project. This depends mostly on what Stage is (a project? a tag? a section?).
Those are the only workarounds I could think of. You could always create your own script to use our API to sort your tasks by Stage if you’re willing to go that route, but you can’t view them by stage in Asana in My Tasks (there’s no method with our API to change what My Tasks displays). You could always display them or print them out in a list in whatever order makes the most sense.
If you’d be interested in looking into writing a script for this, our developer documentation might be a good place to go get ideas and start to figure out how it’s done. Cheers!