Some of the older cases where dumb people were associated with blonde hair was first with Rosalie Duthe's satire case (18th century) and with Wilkie Collin's novel 'the woman in white'. (also 18th century)

Rosalie Duthe was a famous dancer that was involved in the nobility and envy by a lot of people because of her prestige. She had the habit for long pauses before she spoke which was satire a lot in the play 'Les curiosites de la foire de Saint Germain' which made her look as dumb a possible because of this. In fact, people found it so funny that we just know about Rosalie today mostly because of the play. Because Rosalie was blonde everytime an actress had to play her in the theater it had to wear a blonde wig which started to associate things.

In Wilkie Collin's novel blonde female characters were depicted as weaker, lacked of inicitive and needed more help than those with darker hair basically.

Ive mention these two cases because they are the most known that started to depict blonde women as dumb, there are a couple more but in general the association comes because blond women are easier to characterize in media (theather plays and books) because they are more uncommon than people with darker hair rather than because there was an actual study or biased thought in the general public against blonde people.

In the 20th century the myth started to evolve and the main person that made the straight statement that blonde women were dumb was Anita Loos with the help of some articles she wrote at Harper's Bazar and with the book 'Men prefer blondes'. From there we have what we perceive today.

Five of the six comments in this thread so far have been the same "dumb blondes were the origin" joke. You're not being original, and any further variants of this joke will receive a ban.