Even wild dolphins have been known to be attracted to humans, to chase sharks away from them,  and help them stay afloat, so It shouldn't be much of a surprise that they have spiritual symbology.  
    The ancient Greeks and some other ancients considered dolphins to be psychopomps : animals that guided the souls of the dead to the afterlife so they could be considered symbolic of death, the afterlife, or saviors.  The also symbolize safety, swiftness and the power of the sea.  When two dolphins are seen, or depicted, facing opposite directions, they represent the duality of nature much like a yin-yang symbol. 
     In Christianity, a dolphin can Represent Christ as savior or the Church guided by Christ.  Sometimes the dolphin replaces the whale as a symbol or resurrection.
    In ancient Greece, the dolphin was also a symbol associated with  Apollo and symbolizing light or the sun.  It could also represent femininity and female principles as the Greek word for dolphin is very similar to the word for womb.  
    In Native American totem symbology, the dolphin symbolizes joy, communication and flowing with life.  It also symbolizes harmony, freedom and wisdom.  As a master of breath control, it symbolizes all forms of breath control and breathing, especially the Breath of Life that God breathed into man to give him life.
    Some people say that when you are near dolphins, they communicate with you on a level that you are not even aware of.  I know the two time I did a "Swim with the Dolphins" shore excursion on Caribbean cruises, I enjoyed it very much and I recommend it highly.