Yes, this is perfectly normal albeit a little late in the season. Hydrangeas are deciduos so in the winter months, the leaves will turn colors and dry out (they are dry when the leaves brown out). As the leaves change colors, you will see areas where they develop fungal infections called leaf spots. These tend to be reddish, purplish, round.... colored areas other than green. These leaves can be tossed in the trash when they dry out so the spores will not spread. You can reduce this problem in future years by doing no overhead watering and keeping the area under the plant free of plant debris (you should only see the mulch).

Wow, I was going to ask the same question regarding my Merritt's Supreme" hydrangeas(Hydrangea macrophylla). I am so glad that you have answered this question. The leaves on mine are soft and moist. Is that a sign of overwatering? Should I cut them off now or let them dry out? Thanks!

I would let the plants get whatever nourishment they want/need from the existing leaves and just forget about cutting the leaves. Eventually, they will dry out and "disintegrate". If a sudden cold spell comes by, that will accelerate the leaves' changes.