For an exothermal reaction the reaction enthalpy should be negative because the products should be more stable than the educts. So this is not a big surprise.

Endothermal reactions, so those with a positive reaction enthalpy, need to be favored by entropy so that they can occur and become exergonic.

Negative enthalpy indicates that adsorption is energetically favourable - the dye actually sticks to the solid. This is expected when the interactions between the dye molecules and the solid surface are stronger than the interactions in the bulk phase.