All are marine mammals that have adapted to water and lost the faculty to come back to land again. All dolphins and whales are able to produce a complex array of sound. Dolphin can hear sounds upwards of 150KHz but generally produce sounds ranging from 1.5 to 1 1.0KHz. Known as echolocation. Dolphins are able to determine size, direction, speed, distance and some of the internal structure of any objects under the water.
Dolphins sleep with one half of their brain at a time.
As they are conscious breathers they cannot sleep as we do or they would drown. They can be seen resting with one eye open. After a time they will close that eye and open the other. Because of their insulation it would be the same as you or I being in a hot desert with a winter jacket on. You would overheat in no time at all.