Probably the outer part of the stem coming off. If so, that stem is dead.

The word right now is WAIT. Don't cut until the plant "tells" you what is still alive by developing new growth. And understand that the new growth may be a bit delayed compared to normal years.

If you've only had it a short time maybe it was waxed by the supplier before being shipped.

If it's grafted - as is usually the case with stock not specified as being grown from cuttings - the scion (top) may have been lost and will be replaced by sprouts from the bottom (rootstock). Watch where any sprouts that may appear originate, you are not likely to get a rose you want growing from the roots.

I will wait a few weeks. There are some leaves developing on the healthier looking stems, but the black ones are oh-so-black. The plant is three years old, so I don't think the supplier had anything to do with it. I've never seen this before;the idea that it may be the outer stem makes sense. I'll keep watching it.

I bet it was the wax on the stems. It will last for many years and pass unnoticed when there are leaves on the plant. Try taking a sample to a local nursery.