Now, a quick, crucial side note. Do not prune your hydrangea just because the flowers are dead. Pruning time depends entirely on which type of hydrangea you own. It sounds complicated, but it's not!
If you have big, mophead blooms that fade to pink or blue, they likely bloom on "old wood." This means next year's buds are already forming on the stem. If you cut it back now, you cut off next year's flowers. Just snip the dead bloom above those fat, healthy buds.
For panicle hydrangeas (the cone-shaped ones), you can be a little bolder in late winter or early spring. The rule of thumb? When in doubt, leave it out. Let the plant tell you what to do by watching its growth in spring.
flowers - Dying Hydrangea - Gardening & Landscaping Stack Exchange
