Matthew Reed said:

Some of my pumpkins are turning orange already. Is this normal?

Depends on the variety. Some turn orange before they are actually
ripe. (This is a great trait for jack-o'lantern pumpkins, which just
need to look good enough to carve.)

When should
I harvest them, and should I just leave them alone until frost kills the
plants?

The pumpkins will store best if they are left on the plant to get fully
ripe. The stems will be as hard as wood and the rinds will be too
tough to pierce with a thumbnail. Generally, for best eating quality
you want to let the pumpkins stay on the vine as long as possible.
Cover the fruit with paper bags or old towels if light frost threatens and
harvest when the vines die back or before a hard freeze.

--
Pat in Plymouth MI ('someplace.net' is comcast)

Any technology distinguishable from magic is insufficiently advanced.
(attributed to Don Marti)