His hair colour, along with his freckles, are mentioned in this 1963 documentary about his achievements. It occurs at around the three minute mark.
Of course, I'm quite sceptical about all the claims made during the Space Race. I think most of the "achievements" were probably 90% fraudulent. So I'll take this one with a pinch of salt as well. Still pretty cool to have a red-haired astronaut though.
On a side note I also recently found out that Robert F. Kennedy had a dog called Freckles :)