There seem to be some folks out there that don't believe I actually got up close and personal with dolphins. So here's the proof. Yours truly with Megara.
To answer the most common question I've heard so far: they feel like smooth leather. Not at all fishy. And yes, they are mammals. But no fur. They breath through a blow hole in the top of their head. The trainer got Megara to blow a big puff of air through the blow hole to demonstrate. Their ears are just behind their eyes and we were cautioned not to touch them there.
To begin with, we were taught how to cup our hands so that Megara could position herself in such a way that we could lift her out of the water for kisses. Afterwards, we held our hands palm down, parallel to the water and she rose up on her tail, let us hold her flippers and then she wriggled back and forth to dance with each of us.
I have to admit that I was a bit anxious, since I don't do well with fishy or crawly things. But interacting with Megara was somewhat akin to frolicking with a big, friendly dog. Some of the participants were allowed to toss her treats to her. That was when she would display a huge expanse of sharp teeth. We remarked on scraped places on her back and were told that it was marks received from the other dolphins as they play. At first we were taken aback, but he pointed out that dogs and cats bite when they play, and so do dolphins. It just shows up more with their smooth, velvety skin.
It was truly an experience of a lifetime.