This idea is based on 1 Timothy 2: 13-14:
Adam was first formed, then Eve. And Adam was not deceived, but the woman being deceived was in the transgression. – Tim. 2:13-14
Note that the passage does not say women are more easily deceived. It gives the name of one undeceived sinner – Adam – and one deceived sinner – Eve. Neither that nor anything else in the Bible indicates women are more easily deceived. In fact, a few verses before, Paul says he persecuted the Christians “ignorantly” (1:13) – he did not know what is right. (But when Paul left his deception and ignorance behind, he became a teacher to many!)
And most of the false religions in the world were started by men, indicating that men could be very much deceived too, and also lead many others into their ways.