I have never seen dolphins in the sea — only in captivity at the SeaWorld in San Diego, CA, and at the Monterey Bay Aquarium in Monterey, CA.
It’s hard to believe that these animals evolved from land-dwelling mammals to become aquatic mammal within the infraorder Cetacea. The wiki says —
Dolphins are descendants of land-dwelling mammals of the artiodactyl order (even-toed ungulates). They are related to the Indohyus, an extinct chevrotain-like ungulate, from which they split approximately 48 million years ago.
The primitive cetaceans, or archaeocetes, first took to the sea approximately 49 million years ago and became fully aquatic by 5–10 million years later.