Here's a site with a lot of info - maybe too much lol.
http://www.hydrangeashydrangeas.com/index.html
If you ordered it from a catalogue, they may have directions on their website for that particular variety, which would save you time figuring out both which variety it is, and what to do with it.
If you bought it from a store, look for a tag. They're not always too accurate and don't generally have a lot of info, but keep the tag if it has one and says anything. Any info is better than none.
For any plant, I would not water every day - unless it's in a planter and you know it's dry.
Water every couple/few days (unless it rains) for a couple weeks until it gets a grip on the soil. Then let the roots look for water, and only water when it hasn't rained in 4-5 days. Water them hard (meaning a lot) when you do.
Good luck, and post pix!