I'm almost certain that what you're seeing is the difference in color between old growth and new growth. Hydrangeas (I mean H. macrophylla) always bloom from the current year's growth. So after a season, or during winter, the plant can be cut back and the lush new growth in spring will bloom.
In your pic, the plant looks like its stems were pruned at some point and the new growth from the buds are the green colored stems. You can see that the transition from brown to green is always at a joint (node), which sort of confirms this. Even if they weren't pruned, you'd see something similar if the plant had a growth spurt from the apex after a dormant period. I think your plant is perfectly healthy and there's nothing to worry about.
In general, you should not just look for good characteristics in the hydrangea that you buy, but you should also pair it with your soil conditions and sunlight availability.
- Most hydrangeas require shade for it to thrive, so consider if you'll be able to provide that (if you're planting outdoors), else you might have to settle for a smaller, indoor one.
- H. macrophylla changes colors depending on the soil pH. I explain more on this in a different answer. If your soil is acidic/alkaline, it might be preferable to getting a blue/pink hydrangea respectively, as then the plant will not have to experience a shock from a dramatic change in pH.
Avoid plants that only have thin, upright stems. These occur due to irregular pruning (or none at all) and will bloom only at the top and don't branch out much. Eventually, it will break under its own weight. Having several branches will ensure that you will have lush blooms and also tells you that the plant has been pruned well.
I learnt that I needed to prune my hydrangeas only after I let it grow to look like a Hanukka menorah (until then, I was only deheading the flower heads). Needless to say, flower production took a hit and the poor thing looks all scrawny now. So you don't want to buy something that looks like this.
- Avoid plants with obvious spotting in the leaves, rots, patchy leaves or curled/warped flowers. These are all signs of some defect/disease or the other.
- Choose plants that have large (it wasn't named macrophylla for nothing!), bright leaves and preferably ones that have a nice bloom. The bloom is primarily so that you can have a look at the color and the liveliness before buying it.
- Lastly, if you can drive to a local nursery (if there's one in your city), I'd strongly suggest buying a plant from there. This is more likely to have been grown in your climate (or a similar one), which makes it easier for it to adapt. The packaged/gift-wrapped hydrangeas that you find in a grocery store are usually mass produced somewhere and then shipped to various places. These will look healthy as long as they're in the same pot, but once you transplant it, it'll have a hard time.