I have been buying Alfalfa from this same place for 15 years.  I have only had this problem 1 other time probably 3 years ago.  They only get their alfalfa from Arizona or Ca so its always great.  I went on Sat to get 8, 3 strand bales they said it was #115 to #120 lbs.  They were taking them right off the delivery truck and I saw 4 bales off to the side with darker mold like on the out side but the rest seemed awesome very leafy very pretty.  They loaded for us so I didnt even try an pick it up, but those bales did hit the truck hard.  when we got home my BF tried to pick up the first bale, that sucker felt like 250 lbs.  My BF is as strong as an ox and can usualy throw those normal 3 strand bales around like 70 lby coastal.  I immediatly got suspiscious it was unusually heavy but we got them stacked.

So today I opened the first one.  I immediatly smelled that not sweet smell, kinda moldy almost sour smelling but I have a sensitive nose.  I was like Oh No but it was so pretty So I gave a flake to each of my horses.  My horses normally  inhale alfalfa and never leave a morsel but they just barely picked through it and left over half in each stall.  BIG RED FLAG.

My BF came back over and it took everything we had to load those suckers.  Obviously there was way too much moisture in them.  THey felt like giant bricks.  Im pretty strong and he lifts weights and We barely got the hay loaded and went back up there .  They did give me my money back but they made me feel like I was a total idiot.  THe loaders were like this is beautiful hay and youre returning it?  

I know what good alfalfa smells like and there is no better tester than my 3 little piglets.  I am not sure why Im posting this other than to say trust your gut.  when something doesnt smell right take that as a sign. 

I went down the street and paid $6 more per bale but it was fine.   I am not going to bash the first place I dont think they even know It was just a giant inconvenience.   

Rant over. 

We feed straight alfalfa and sometimes the prettiest hay isn't what they like.  Ours like the tobacco looking stuff the best and will leave the really pretty stuff till last.

so were they heavy? 

Likewise, I picked up a load of perennial peanut hay (comparable to alfalfa down here) the other day and one of the bales I opened felt heavier also. It smelled of mildew/mold or whatever and had that dusty look when I separated the flakes. I couldn't "see" mold, per se, but it wasn't right. I ended up throwing the bale away. All the rest (knock on wood), have been good so far. 

Yep, when the bales are heavy like that, not a good sign.  We sell hay, and if a customer runs across one like that, they will refuse it, and rightfully so.