Probably a Hydrangea Macrophylla, mophead type or lacecap type. The link below will take you to a website that has pictures of the various bloom types and distinctive leaves.

The ones sold at grocery stores may not be winter hardy were you live. They develop blooms in July-August but then winter comes in and dries out/kills the blooms. Winter protection techniques are necessary to make these blooms.

Things like putting a cage 3-6" away from the sides of the shrub abd a cardboard 3-6" from the top/end of the hydrangea stems growing upright. Do this when the shrub begins to go dormant in the Fall. Pack it with fallen leaves big time. The more leaves, the more winter protection you get.

Others use a variation of the this method: place a cardboard on top of the plant and slowly press downwards until the stems are horizontal with the ground. Slowly they will come down; it may help to do it with someone else the first time. Then they top it all off with leaves as previously discussed. To prevent the leaves from flying away, top them with cardboard that is held in place with something heavy.

Make sure the cardboard is not in contact with the ends of the stems as this is the part where blooms form and the part which must be protected from the cold. If the end of the stem is in contact with the cardboard, it will not get much winter protection. There should be as much leaves between the end of stems and the cardboard as you can put in there. The more, the better. Save some leaves so you can add more in midwinter (due to settling).

Remove the winter protection about 2-3 weeks after your average date of last frost in Spring. This is always a tricky date since some winters "end" early and others last longer. You sort-of have to "play it by ear".

Here is a link that might be useful: Which hydrangea do I have?