Zoology was not much of a science in the renaissance, and Europeans still relied heavily on the Natural History of the first-century Roman Pliny the Elder (who in turn based most of his writings about animals on Aristotle four centuries earlier). Much of it is a bizarre collection of inaccurate observation and myth, but it was regarded as authoritative for a millenium and a half: questioning Pliny was like questioning Aristotle, which was almost like questioning the Bible. His currency began to erode in scientifically literate circles around 1500, but it took another two centuries before he was put to rest as science.
Here are a few excerpts about dolphins from Book 9, Chapter 8 in Philemon Holland's 1601 English translation (which you can find at http://penelope.uchicago.edu/holland/) : THE swiftest of all other living creatures whatsoever, and not of sea-fish only, is the Dolphin; quicker than the flying foule, swifter than the arrow shot out of a bow. And but that this fish is mouthed farre beneath his snout, and in manner towards the mids of his belly, there were not a fish could escape from him, so light and nimble he is. But Nature in great providence fore-seeing so much, hath given these fishes some let and hinderance, for unlesse they turned upright much upon their backe, catch they can no other fish: and even therein appeareth most of all their wonderfull swiftnesse and agilitie. For when the Dolphins are driven for verie hunger to course and pursue other fishes downe into the bottome of the sea, and thereby are forced a long while to hold their breath, for to take their wind againe, they launce themselves aloft from under the water as if they were shot out of a bow; and with such a force they spring up againe, that many times they mount over the verie sailes and mastes of ships. * * * Their tongue stirreth within their heads, contrarie to the nature of all other creatures living in the waters: the same is short and broad fashioned like unto that of a swine. Their voice resembleth the pittifull groning of a man: they are saddle-backed, and their snout is camoise and flat, turning up. And this is the cause that all of them (after a wonderfull sort) know the name Simo, and take great pleasure that men should so call them. The Dolphin is a creature that carrieth a loving affection not only unto man, but also to musicke: delighted he is with harmonie in song, but especially with the sound of the water instrument, or such kind of pipes. Of a man he is nothing affraid, neither avoideth from him as a stranger; but of himselfe meeteth with their ships, plaieth and disporteth himselfe, and fetcheth a thousand friskes and gambols before them. Hee will swimme along by the mariners, as it were for a wager, who should make way most speedily, and alwaies out-goeth them, saile they with never so good a fore-wind. * * * The semblable happened at Naupactum, by the report of Theophrastus. But there is no end of examples in this kind: for the Amphilocians and Tarentines testifie as much, as touching dolphins that have ben enamoured of little boies: which induceth me the rather to beleeve the tale that goeth of Arion. This Arion being a notable musitian and plaier of the harpe, chaunced to fall into the hands of certain mariners in the ship wherein he was, who supposing that he had good store of money about him, which he had gotten with his instrument, were in hand to kill him and cast him over-bourd for the said money, and so to intercept all his gaines: he, seeing himselfe at their devotion and mercie, besought them in the best manner that he could devise, to suffer him yet before he died, to play one fit of mirth with his harpe; which they graunted: (at his musicke and sound of harpe, a number of dolphins came flocking about him:) which done, they turned him over ship-bourd into the sea; where one of the dolphins tooke him upon his backe, and carried him safe to the bay of Tænarus. To get on or off this list see list information at http://www.cs.dartmouth.edu/~wbc/lute-admin/index.html