Good thing it was a wild dolphin, and not an evangelistic dolphin.
In all seriousness, if some of the wild suggestions some of us threw in this thread are true, dolphins are very likely to worship us, and that was
an evangelistic girl.
If by any chance dolphins had language complex enough to convey it, they would not hesitate to signal the others of the existence of outlandish godlike creatures from the world above that are a source of both danger and help. Which would be exactly what this dolphin might have been seeking.