Four books and several thousand pages in, and most of the surviving "good guys" seem to be getting better: Jon and Dany have both gained a measure of pragmatism after attaining positions of power; Arya has had to live entirely by her wits since her father's death; and former Wide-Eyed Idealist Sansa is even taking lessons in Magnificent Bastardry from none other than Littlefinger himself. In many ways, this can be seen as the younger generation overcoming the flaws that killed their parents and older siblings.
The Dragaeran House of the Dzur, a.k.a. the House of Heroes. Not all Dzurlords fit the stereotype (i.e. near-suicidal bravery and a shortage of little grey cells), but many seem to.
Mentioned in an author's note that Eragon of the Inheritance Cycle is not too bright. Obvious from reading the text.
Harry Potter. He may not be ditzy or absent-minded per se, but he suffers from a terminal lack of self-preservation and trust into his peers, especially adults, as well as total and persistent inability to foresee the consequences of his actions. At least Once an Episode he rushes heads forward into a situation he has no feasible way of mastering, usually without any planning or preparation. Only Hermione, Dumbledore, and the fact that all the villains suddenly become stupid at the crucial moments keep him from killing himself.
Harry Harrison's Bill the Galactic Hero books involve the titular character being a dumb farmboy on a backwater planet being tricked into enlisting into the fleet. He makes one stupid decision after another, mostly related to drinking, women, and money. In one of the novels it's revealed that his stupidity is directly caused by excessive drinking. When he's put on a prison ship for a few years without a drop of alcohol, his IQ jumps to genius-level, and he figures out several important things, such as the meaning of life (which, in Layman's Terms, can be phrased as "Life = Crap"). Then, at the end of the novel, he shares a toast with his friends, and promptly forgets everything he has learned. Most other characters aren't much smarter, at least the human ones. The Emperor is an inbred who can barely string two sentences together, and the admiral in charge of the fleet in the first book is a baby in diapers. Is it any wonder The Empire is losing the war with the Chingers (which it started in the first place)?
Michael in the Knight and Rogue Series. Luckily, his squire Fisk was blessed with all the common sense Michael lacks.
Deconstructed in Warrior Cats with Foxleap, whose stupidity inadvertently causes the death of another cat and causes him to start feeling immense pain.
Matteo in Someone Else's War is an interesting example of one of these. He is actually rather tactical and tries to plan ahead, but when the situation calls for a snap decision, he always makes a stupid one. (Why yes, Matteo, jumping on the tail of a tank after you've thrown a grenade at it will give you first degree burns.)
Percy Jackson in Percy Jackson and the Olympians is, not, er, the sharpest blade on the weapon rack, and a whole list of his idiotic moments could get its own page. One such example is that, in his first book, no less, he tried to get his friends to take a photo with Medusa.