That doesn't look abnormal to me. Some of mine will have little dark spots like that and end up opening up fine. The sepals are there to protect the bud, they need not be perfect. Usually the white/pink/red ones show this, the coral ones seem to have smooth and more perfect sepals.

Later in the season (summer/fall) as the plants start to get ready to go dormant, my leaves may get a bit spotty and crispy but next year, they are back just fine.

To see really sickly-looking peonies, see this!

http://www.missouribotanicalgarden.org/gardens-gardening/your-garden/help-for-the-home-gardener/advice-tips-resources/visual-guides/peony-problems.aspx

This looks fairly normal to me too, I see these on my plants as well

Thank you!! Im so glad, my peonies are one of my favorite blooms in my garden! I had a whitish mildew on the leaves last year after the peonies had already bloomed and thought that it harmed the plant long term. Any suggestions on preventing white mildew on the leaves if that does come up this year?