I don’t think that is true! Unless you can provide examples I can think of people who have lots of hair in lots of different colours.
I don’t think having fair, brown, black or ginger makes any difference to how much hair you have. Some people have thicker or thinner hair and that is usually genetic and based on where in the world they come from.
Okay, I never knew this before but, according to a few internet sources, apparently hair colour could affect how much hair you have. Basically, your hair colour affects how thick the individual hair strands are. Light coloured hair is thinner than dark coloured hair – something to do with the amount of pigment that makes the hair colour. This means that more hairs are required for people with light coloured hair to give the same insulation (the trapping of heat to keep you warm) effect. This means that people with lighter coloured hair have thicker hair!