Hello, smay0030. You did not say where are you located so I can only assume summer has arrived where you live and the rock mulch is warming things.
Hydrangea blooms last only for so long (1 to 1.5 months) before they begin a plethora of bloom color changes that ends in brown. These color changes can also be started/affected by such things as the summer weather: hot winds, hot temperatures, not enough moisture, sunlight hits the plant after 11am, etc. Not knowing where you are, I assume it is not time yet for the blooms to be turning brown.
My blooms in Texas, which started around early April, are loosing the original colors now and turning greenish or sandy-like (observe the set of color changes of your shrub to see how it will work in future years). Depending on what hydrangea you have, the color change progression varies to include greens, pinks, blues, purples, sandy colors, mixes of all and finally browns.
Of course, if you live in the northeast, where the summer sun is weaker, mopheads may like being in full sun. However, mopheads, in the natural habitat, are under-story shrubs so anything you can do to duplicate that will certainly be appreciated by the plants.
While the blooms in the pics appear to be a shade of blue, they will only stay blue in future years if your soil if acidic (or if your soil is alkaline and you amend the soil to acidify it). Feel free to deahead the blooms if they get too ugly or leave them on for winter interest. On year 1, I tend to cut them off soon but if this is a rebloomer variety, cutting the blooms makes it trigger new flower bud development. You will then get blooms in 1 to 1.5 months, provided it is not scorching hot; if it is, the plant may wait until temps moderate.
The shrub should be exposed to morning sun and afternoon/evening shade. If the planting location gets too hot, too windy or gets sunlight after 11am-ish, the plant may first try to abort the blooms (the sepals then turn from white/blue/pink directly to brown) and reallocate water to the rest of the plant. If the plant still needs more water than it uptakes, the plant may wilt the leaves during the worst part of the day. Typically, the leaves recover on their own at night (provided the soil is still moist). If the leaves still cannot absorb enough moisture, the leaves will brown out from the edges inwards.
For a small plant, make sure that the plant gets about 1.5 gallons of water per watering per plant in the summer (you can dial that back to 1 gallon once temps go down). Water from the crown outwards to make sure you hydrate the root ball. Also, make sure that you have 3-4" of organic non-rock mulch up to the drip line so the water in the soil lasts longer.
When the leaves loose moisture faster then the roots can absorb more water, the leaves wilt so less sunlight hits the leaf surface, heats the leaf and evaporates. You can help plants during this time by keeping the soil as evenly moist as possible and by making sure they get shade starting at around 11am-ish. Evenly moist means no periods of dry soil, followed by wet soil, followed by dry soil again.
If the plant is getting afternoon sun, you may need to eventually transplant it to a spot that is more shady and has less wind. But transplanting in the summer is often a bad idea so, if it gets sun after 11am, use an umbrella or chair or something to give it shade. Then consider transplanting it in the Fall when the plant has gone dormant and transplanting is less stressful.
To know when to water, use the finger method: early in mornings, for 2-3 weeks, insert a finger into the soil to a depth of 4" and see how the soil "feels": dry, moist or wet? If it feels dry or almost dry, water the plant and make a note of the watering in a wall calendar. Water the soil early in the mornings (1.5 gallons of water per plant per watering). Do not water the leaves or water when it is hot unless you are trying to correct a wilting leaf issue. After 2-3 weeks, review the notes in the calendar and approximate how often you had to water. Then set the sprinkler or drip irrigation to give each plant 1.5 gallons of water every 2/3/4/etc days. If temps change 10-15 degrees and stay there, try the finger method again to see if you need to tweak things.
On newly planted shrubs, wilting becomes a problem in the summer. As long as the soil is moist though, the plant can recover on its own without help and it will do this by nighttime or by next morning. Should you notice a wilting episode that looks real bad, immediately give it about 1 gallon of water. But I normally insert a finger into the soil to see if it moist or not and then I water accordingly. Summer breezes can dry out plants with big leaves suddenly so I keep an eye on forecast calling for windy days and I water the night before as a precaution. Just do not over water as that can trigger root rot if the roots are in wet soil for too long of a period.
Hydrangeas do not do well with rocks used as mulch. Rocks absorb day time heat and release it at night. Better to use pine needles, acidic or hardwood mulches.
In future years, this will occur less... as the plant's root system grows and is able to absorb more water. As soon as plants become established, expect less of these issues. But I always monitor the shrub in the hottest part of the summer.
There is one other possibility that could cause early browning of the blooms. It happens when the plants develop a fungal infection called Gray Mold or Botrytis Blight. In this scenario, the sepals feel papery to the touch and look as if they were wet. I cannot tell that from the picture but I assume summer is just causing the problem for now. Water the soil instead of the leaves to minimize the chances of this fungal infection.
When pruning hydrangeas, have in mind the following. Depending on your location, mopheads will develop invisible flower buds in July-August 2016 and these will open in the Spring 2017. Try not to prune the ends of the stems where these flower buds reside.
For more info on hydrangeas, go to http://hydrangeashydrangeas.com/