They may simply be describing
the color of your hair. Depending on the context, they might be insinuating that you did something foolish or absent-minded. There is a long history (in the US, anyway) of making fun of blond women, and implying that they are naturally stupid. (For example, did you hear about the blonde who spent 20 minutes staring at a can of orange juice? It said "concentrate" on the label.)