It sounds like the start of powdery mildew but the pictures would greatly assist. In the landscape, warm days, cool nights, and light rainfall in the spring favor disease outbreaks and I have read of such problems here and there already. PM can start by noticing some small round areas that turn yellow, white or grayish. White, cottony hyphae of the powdery mildew fungus becomes more obvious and starts to cover larger areas of the leaves. Lastly, the leaves get real ugly, turning purple ish.
"Good housekeeping practices" might help you at first: separate plants to improve air circulation; water the soil (and not the leaves) and water early in the mornings (as in just before the sun comes out). Remove any fallen leaves and other plant debris. If the outbreak is already advanced, consider replacing the mulch with new mulch; mulch, leaves, stems/branches are good places for the spores to hide. When the plant goes dormant again in the Fall, dispose of the leaves and of all the blooms in the trash; do not use the compost pile as this will help spread the spores. Observe if the mulch stays moist or if the growing area is humid; those are indications that you could be watering too much and helping the spores develop. Depending on how big of a problem you have, it may take several season to control the spread.
A solution of milk and water can also be used. I have successfully tried that with some Crape Myrtles that are planted near humid areas that I cannot control (near pools and a creek). If the problem gets worse and you do not mind using fungicides, consider spraying as soon as you see signs in the lower part of the leaves (I would start spraying on the same months for 3 years). Get the upper and lower leaf surfaces wet with fungicide. Here is a list I have of fungicides for the control of powdery mildew on hydrangeas (I am listing the active control ingredient and the commercial name in parenthesis): azoxystrobin (Heritage; has the smallest application rate and largest repeat interval); fenarimol (Rubigan; Cleary's 3336) or triadimefon (Bayleton). You can also use Sunspray Ultrafine Oil. As they usually suggest when talking about fungicides... it is best to make one application of one type of fungicide and then use a different fungicide (fiddrent active ingredient) on the second application; and so forth.
PS - If you have difficulty with the photos, just copy/paste the URLs in a reply. Make sure the service you use to store the pictures into allows for "public" access.