It's a cultural Japanese thing. Some of them feel that blood types can tell something about a person.
You could think of the way it works as a little like astrological signs and fortune telling.
Certain blood types are thought to make a relationship more compatible as well.
I have seen condoms with blood types printed on them.
Blood types in Japanese culture - wiki link.
EDIT: Admiral is right, it's just a superstition. And in North American terms it would kind of like knowing a porn girl's favorite topping.