  The recent discovery of high-temperature superconductivity (HTSC) in doped
Iron pnictides is the latest example of unanticipated behavior exhibited by
$d$- and $f$-band materials. The symmetry of the SC gap, along with the
mechanism of its emergence from the ``normal'' state is a central issue in this
context. Here, motivated by a host of experimental signatures suggesting strong
correlations in the Fe-pnictides, we undertake a detailed study of their normal
state. Focussing on symmetry-unbroken phases, we use the correlated band
structure method, LDA+DMFT, to study the one-particle responses of both ${\rm
LaO_{1-x}FeAsF_{x}}$ and ${\rm SmO_{1-x}FeAsF_{x}}$ in detail. Basing ourselves
on excellent quantitative agreement between LDA+DMFT and key experiments
probing the one-particle responses, we extend our study, undertaking the first
detailed study of their normal state electrodynamic response. In particular, we
propose that near-total normal state incoherence, resulting from strong, {\it
local} correlations in the Fe $d$-shell in Fe-pnictides, underpins the
incoherent normal state transport found in these materials, and discuss the
specific electronic mechanisms leading to such behavior. We also discuss the
implications of our work for the multi-band nature of the SC by studying the
pairing ``glue'' function, which we find to be an overdamped, electronic
continuum. Similarities and differences between cuprates and Fe-pnictides are
also touched upon. Our study supports the view that SC in Fe-pnictides arises
from a bad metallic, incoherent ``normal'' state that is proximate to a Mott
insulator.
