Hello Angela,

I suspect that what you are seeing is Eastern tent caterpillars.  You have probably seen them in trees. They can be very obvious when they mature, as each "tent" will be filled with a multitude of blackish, hairy caterpillars. Mature trees can typically withstand an infestation of these caterpillars, but many people remove them because they don't like the way they look. 

Your photos seem to indicate that the insects are still in the early stages of their development. The following websites provide helpful information for dealing with them. Please note that I cannot make recommendations for insecticides. If you decide to use a chemical solution, please get back to us or consult your local OSU Extension Office for expert advice on the use of chemical agents. This is important for a variety of reasons, including your safety, the safety of the environment, and the survival of your hydrangeas.

https://www.torontomastergardeners.ca/askagardener/suspected-tent-caterpillars-on-hydrangea-standard/

https://www.gardeningknowhow.com/plant-problems/pests/insects/tent-worms-control.htm

I hope this is helpful. (-: