Good afternoon! I have never covered mine; when the shoots come up, that's that. I'd go ahead and uncover them, as decaying vegetation on peonies can cause disease (in other words, go ahead and clean them up). I'm pretty sure they know what they're doing :)

Thanks for the reply Elvis. I so hope they bloom this first year. They came from my Mom's house and I know nothing about growing them. I keep reading this forum for all the knowledge everyone has!

My peonies have been sprouting up for awhile now. I also have never covered them. Good luck.