On one hand, this seems like a fairly off question. Yet, I think that when one reflects about it, there is a realization that the question might be exactly the point that Fitzgerald seems to be making about life in the 1920s. They are all "stupid" to a certain extent. Gatsby is completely misdirected in his belief that he can "win" Daisy over. His belief that he can "make" someone love him that he has idealized and apotheosized is fairly ignorant. For her part, Daisy is also fairly limited in her decision making abilities as she tolerates Tom's behavior by staying with him. Tom demonstrates his limited intellectual capacity with his spouting of racist theories that construct power in the manner that he envisions it to be; narrow and artificial. Jordan Baker made foolish choices that got her disqualified from the professional golfing organization. Myrtle does not strike the reader as overtly intelligent and wise, but she might be seen as such when contrasted to her husband. Nick is also fairly stupid in that he becomes attracted to such a setting. His repudiation of it in the end might be the one act of intelligence that is present in a setting where wisdom and guidance is lacking.
I think the question would be more about whether the characters are misguided or perhaps in some cases ingenuous. Nick may be 'unreliable' he and narcissistic but he is clearly an intelligent man, while Gatsby himself succeeds in pulling the wool over the eyes of a lot of people (including himself) and clearly has plenty of cunning.
Perhaps the poorly-educated George Wilson lacks insight and self-awareness, however he is sharp enough to see Dr T J Eckleburg's 'eyes' as a tool for self analysis as well as 'sight'.
So who does that really leave? Jordan is a woman succeeding in a man's world - with not a little manipulation - and Tom, though initially duped by his wife's affair, has the sense to see through Gatsby's facade straightaway. Only Daisy could be conceivably be described as 'stupid', however her stupidity is rooted more in self-delusion and a determination to blind herself to whatever she doesn't want to see.