You can prune out the deadwood now. Otherwise, your plant looks exactly like countless others in the eastern half of the country after a very rough winter.

Providing winter protection (which I recommend for anyone living in 6 or lower) can help a great deal to prevent this winter cold dieback in the future.

Excuse my ignorance but how do I provide winter protection next year?

Yours looks just like the ones on our property; I simply cut back all the deadwood. Usually, we don't need any protection here in the Northeast for hydrangeas but because we had such a vicious winter, it killed off the stems. I have never done any protection personally and they usually come back bigger every year.

I started cutting back all the deadwood an I went all the way down to the new growth. This winter I will protect it somehow. Should I prune it before putting it away for the winter? Thanks for the advice

you might try putting a wire cage around it and fill the cage with dead leaves- cover the top of the cage to prevent the leaves from packing-on the other hand next winter could be the mildest on record so who knows

Don't prune it before the winter--you'll prune away next year's blooms. Only prune dead wood in late May/early June when you're sure it hasn't survived. I am also in zone 6 and my hydrangeas look exactly like yours, but it's the first time in 7 years that the old wood hasn't survived (I don't winter protect). In a normal warmer year, the old wood will slowly start to sprout leaves and buds, and you'll be able to tell by Memorial Day which branches didn't make it.

In the fall, I pull the branches toward the center and wrap with masking tape to keep them loosely together. (The masking tape falls off in the spring.) Then I use the green plastic garden mesh (about 1" holes) to make a cage around each. I fill that with chopped leaves until spring.