Here...I'll compile some definitions from the sites I gave you. All those symbols are about your Spirituality. That you are a dolphin or whale is amazing! You should look into that Aisling site I recommended - I think you would like it. The more you find out, research and have 'Ah-HA!' experiences (Jung's idea!) about your dreams and your Self...the more accelerated growth you will have. So keep exploring!
From DreamLover: http://www.dreamloverinc.com/symbols.htm
It traditionally represents our great unconscious, memories, emotions, and individual soul and collective experiences. Look at all of the details in this dream. Is the water clear or murky? Is it calm or turbulent? Are you catching fish, or are you stranded and afraid? Look, listen, and try to comprehend the messages in this dream. No one is in a better position to give meaning to your dreams than you can. Concentrate and learn for yourself.
Water is a very common but powerful dream symbol. Its meaning varies with the details and the mood of the dream. Water is a deeply
spiritual symbol representing the "water of life" or the "flow of life." Large bodies of water usually represent our unconscious minds
or/and soul experiences. Water symbolizes emotions (rough, smooth, clear, murky, etc.).
For most people, dreaming about whales is a pleasant experience. These huge water dwelling mammals may be symbolic of the connection that exists between the unconscious and conscious mind. They may represent the dreamer's level of awareness, perceptiveness, and intuition. Some think that they represent our emotional power or are messengers from the spiritual realms. If the ocean waters were turbulent, and the whale in your dream was unpredictable or on the attack, considers the emotional environment in your every day life. Under such unpleasant dream circumstances, these large animals may represent overwhelming emotional or psychological issue and problem.
Dolphins represent friendliness, communal living, rescue, communication, and affection. They are water dwelling mammals and in
our dreams they represent our willingness and ability to navigate through emotions. They represent positive messages from our unconscious minds. Dolphins could also represent a positive connection between our consciousness and to those parts of the psyche that is a mystery and largely unconscious.
From the Aisling site: http://www.avcweb.com/dreams/subjects.htm
Ocean – Spirituality / life.
Dolphin – Medium / Channel.
Whale – Medium / Channel.
Since your dreams are soooo positive and peaceful...it's definitely about your Spirituality and your ability to swim in the 'Oceanic Universe'. It's quite possible the whales and dolphins are your Higher Self/Intelligence....or even Beings/Guides. If you wanted to you could probably learn how to channel...through meditation and desire.