I made MMF last night for the first time. I haven't rolled it out yet. It seems really hard. I thought it would be more of the consistency of pie crust dough or something like playdough. How do I soften it up? Is it supposed to be hard? Thanks!

You might have put in too much powdered sugar.
I find that when making an MMF you don't really need to put all the sugar that the recipe calls for. I normally stop when it is not that sticky (just like making a cookie dough before putting it in the refrigerator).
You can try to incorporate shortening to soften it up, however, you do need to knead it in a little at a time just until you reach your desired consistency (playdough consistency is perfect).
Hope this helps!