I get this a lot!
I often say something like “hahahaha really? So, you don’t know very much about X then, do you? hahahaha” As if I think it’s funny they have such quaint preconceptions of people who are / do X. I do this because often it is said in a disbelieving or accusatory way, as if I need to explain or justify that I am truly a real X, or as if something is wrong. I know I am 100% an X, no need to justify or explain here! If they ask further questions about X I am happy to chat, since that’s one way they might stop believing all X’s are / look like Y, and start realising there’s a whole world or variability out there 
I would probably say, “And you don’t look that dumb!” Then I’d try to laugh it off, like I usually do when my mouth gets ahead of my brain.
Funny.
How about
“your making me blush”
“Well, I did before the accident”
:eek:
i would love to be a fly on the wall there just to see the look on their face, must be priceless
Ooh, yeah, “Not since the accident” works for almost anything.
From Yellow Submarine (the movie):
Chief Blue Meanie, to Beatles:
“I’m out of uniform.”
The one I’ve gotten several times is “you don’t look Hispanic.” Standard answer “we come in all colors.”
My money would have gone on “too female”.
“I guess I haven’t been trying hard enough” seems to fill the bill
Yea, but what if (like me) the person who says that IS Hispanic (so should know better)?
Heh… Perhaps the wedding attire threw them off. 
“Good. That’s how we sneak up on you.”
“Ah, my plan is working.” (Maniacal laughter is optional.)
“My parents are Indian.”
“Shhhh…! I’m hidin’…!”
Then I’d hunch my shoulders & tip-toe away, only looking back at them over my shoulder to put my finger to my lips. 
I have had a few people say, “You don’t look Indian/Native American”. My usual response is “none of us do”. I think they were expecting warbonnets and buckskins.
I like this, throw them a curve ball and watch them try to figure that out. "your parents are Indian? And your Jewish" "yes" "oh...you mean...?" "yes my parents are Indian, from lesser known unkuhinkulu tribe,...ya probably havent heard of it but they are the most authentic Jews, so to them,you dont look Jewish"
First of all, being a Hispano-Jewish religious liberal teacher myself, I am highly offended by the OP.
I do get the “You don’t look Dutch” thing when I’m in the US, at times. I suppose it’s to do with the image of Northern-Europeans all being blond-haired and blue-eyed. And whilst I have dark blue eyes, my brown-with-gray hair probably doesn’t scream “Hansje Brinker”, or something.
Also, I have on one or two occasions been asked if I’m Jewish. I’m not - and I never got a clear answer as to what particularly made the other person think that. Since Jewish people range from Very Clearly Jewish/Mediterranean to Very Clearly White/European looking (at least in my experience), there’s a distinct possibility it was the nose which, although I wouldn’t say it looks Jewish, is prominent enough.
(Yes, I realise that not all Jewish people have huge giant hooked noses. But I also know that IS a stereotype often applied. Or, in other words, “Not that there’s anything WRONG with that!”)
Perfect
At most I’d laugh it off and ask “How’s that?” because I’d be genuinely curious to know how I didn’t look like a member of said group.
I wouldn’t see any reason to try and shame them about stereotypes or whatever. We’ve already established that I don’t look like their preconception so why try and turn it into a Very Special Moment of Learning?
It’s funny, all of you “people think I’m much younger” posters don’t look like sneakbraggers…