I had a very interesting encounter with 3 dolphins off the coast of Key West, just over 9 years ago.
My husband, parents, and sister were all diving. I was almost 8 months pregnant, so I snorkelled above them. They were perusing a wreck, and between me and them was a very large school of barracuda. Now... it didn't bother me with all the cuda around, and there were 2 barracuda quite close to me (6-8 feet away... keeping that perfect distance all the time... like barracuda's do). Suddenly, I felt a nice, hard, bump in my thigh.... and I turned and didn't see anything. I went on snorkelling, didn't think much of it... my thought was that it wasn't a cuda, cause it would have just bit me, and not bumped. The bump was definitely enough to get my attention, but it didn't hurt. A few minutes later, the same thing happened again. This time, I turned and there were 3 dolphins swimming about and jumping in the water.
Now, while I can't say with 100% certainty that it was the dolphins that bumped me, I can say that they sense "ultrasound" and considering I was VERY pregnant, they may have sensed that... or maybe they were "warning" me of all the barracuda around. I don't know. The charter Capt. mentioned that he has NEVER seen dolphin come that close to any person out swimming/snorkelling in his history as a captain, and he says they don't come around unless the boat is moving, but it was, of course, anchored. Also... when I went back to the boat, I sat on the little platform on the back of the boat, and my feet were in the water... the dolphins came within 2 feet from my legs, jumping thru the water. I jumped back into the water and you could hear them squeeking... and I watched them till they swam off. It was incredible!