The Phrase Finder writes that the expression indicates someone is obsessed with an idea and is in a state of agitation that someone would demonstrate if they did have a bee in their bonnet. There was an earlier expression “to have bees in one’s head” that was recorded from the 16^th century. The first citation of the eventual expression located by the Phrase Finder was in “…the Reverend Phillip Doddridge Letters, 1790…”