It is one of my life goals to see Dolphins underwater! Does it happen a lot in the Keys? It doesn’t round here. I haven’t heard of any wild dolphin attacks though I can’t say I’ve looked for that information!
You sound like you have a good attitude, I’d be respectful of their size and strength as well. I’d hope they’d be intelligent enough to leave people alone, for their sakes as much as ours - but I guess just stay calm, don’t freak out (or you know, try and ride them)! Hope you get to see some!