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.
In the Dragaera series, this is the province of the 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, or even to make a plan more than five minutes in advance. 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 also has a bad tendency to pin all of the wrongdoing in the school on Draco Malfoy (or Slytherin in general), and if ever he senses a corrupt and possibly harmful teacher, it's always Snape. It comes back to bite him where in Half-Blood Prince, Ron and Hermione start rolling their eyes at Harry whenever he brings up his "Malfoy is a Death Eater" theory. He was right, but Dumbledore was already aware of Malfoy's allegiances. However, had Ron and Hermione tried to help Harry, they may have been able to avert a lot of tragedy. His predictability gets him into trouble in Order of the Phoenix, and Hermione even lampshades this by telling Harry he's got "a saving-people thing" that Voldemort not only can exploit, but has exploited in the past, by kidnapping Ginny and taking her into the Chamber of Secrets to arrange a meeting with Harry.
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.)