Ned
- Trusted Littlefinger despite him telling Ned not to
- Followed Jon Arryn's steps to the letter in his top secret investigation.
- Told Cersei everything he knew about her children
- Totally ignored both Renly and Littlefinger's plans to avoid bloodshed
- Ignoring Arya overhearing people plotting about him despite the tense political climate
- Not telling Jon Snow about his parentage
- Telling Sansa about how she can't marry Joffrey before leaving King's Landing
Catelyn
- Randomly leaving Winterfell and going to King's Landing with one bodyguard
- Her general treatment of Jon Snow was pretty dumb
- Kidnapping a powerful Lannister on the vague evidence of someone she knew as a child
- On that subject, told Ned he could trust Littlefinger implicitly
- Negotiated the marriage Robb Stark - the King in the North - as well as Arya just to cross the Twins.
- Staying with Robb instead of going home to Bran and Rickon and indeed agreeing to be his envoy
- On that, she did a grand job of securing alliances with Stannis and/or Renly didn't she...?
- Betraying her son to give away Jaime Lannister on the random hope that the Lannisters might give Sansa and Arya back, and with just one guard into the middle of the war
Robb
- Declaring himself King in the North and thus alienating two potential powerful allies in Stannis and Renly
- Sending Theon, a hostage, back to the Iron Islands and taking away any leverage he had over House Greyjoy on the hopes they'd agree
- Agreeing to the marriage proposal to the Freys just to cross when again he could've just gone around
- Breaking said marriage proposal
- Not telling Edmure Tully - a major commander in his army - his plans to lure the Lannister forces into the Westerlands, thus smurfing them up
- Trusting Roose Bolton despite him repeatedly losing battles... except for his own men who always emerge miraculously unharmed
- Beheading Rickard Karstark and thus alienating a major northern house for some vague sense of "justice"
I think I convinced myself it's Robb but all three were dumb. Yes yes, I know, honour, grieving mother, green boy, etc. Still dumb.