A few of the leaves on my daylilies have these spots. Should I be worried?
plant seems to be on a patio in a pot ?
Clearly something biting through and eating the top layers of the leaf . I cannot identify the culprit from the picture. Are all the leaves similarly affected, or just the older outside ones ? Are the flowers affected ? Some pests may damage flowers but not foliage. Others may attack both.
There do not appear to be any slime trails indicating slugs or snails but look out for insects like weevils and earwigs. Grasshoppers may also eat foliage if you are near areas of suitable habitat.
Try an early morning/evening assessment of the plant with a torch if necessary to look for pests. Look under the pots and their bases. Check the topmost soil layers if there is any mulch or litter to see if anything is sheltering there.
Placing the pot, on feet, in a dish of water may deter certain pests by creating a small moat/water barrier. Good luck.