Aelian in De Natura Animalium 12.6:

It seems that dolphins are mindful even of their dead and by no means abandon their fellows when they have departed this life. At any rate they get underneath their dead companion and then carry him along to the shore, confident that men will bury him, and Aristotle bears witness to this [HA 631 a 18 ( 9.47 )] . And another company of dolphins follow them by way of doing honour to, or even actually fighting to protect, the dead body, for fear lest some other great fish should rush up, seize it, and then devour it. All just men who appreciate music bury dead dolphins out of respect for their love of music. But those to whom, as they say, the Muses and the Graces are alien care nothing for dolphins. And so, beloved dolphins, you must pardon the savage nature of man, since even the people of Athens cast out the excellent Phocion ** unburied. And even Olympias lay unburied, although she was the mother of the son of Zeus, ** as she herself boasted and as he asserted. And the Egyptians after killing the Roman Pompeius, surnamed ‘the Great,’ who had achieved so much, who had had such distinguished victories and had celebrated three triumphs, who had saved the life of his murderer’s father ** and had re-established him on the throne of Egypt, left him cast out, a headless corpse, by the sea, just as men often leave you. For this all-devouring creature man does not even spare you, but goes so far as to pickle you, and is unconscious that his action is hateful to the Muses, the daughters of Zeus.

And 12.45:

Sufficient proof that dolphins love song and the music of pipes is supplied by Arion of Methymna in his statue on Taenarum and the inscription written upon it. The inscription runs :

‘ Sent by the immortals this mount saved Arion son of Cydeus from the Sicilian main.’

And Arion wrote a hymn of thanks to Poseidon that bears witness to the dolphins’ love of music and is a kind of payment of the reward due to them also for having saved his life.

This is the hymn.

‘ Highest of the gods, lord of the sea, Poseidon of the golden trident, earth-shaker in the swelling brine, around you the finny monsters in a ring swim and dance, with nimble movements of their feet leaping lightly, snub-nosed hounds with bristling neck, swift runners, music-loving dolphins, sea-nurslings of the Nereïd maids divine, whom Amphitrite bore, even they that carried me, a wanderer on the Sicilian main, to the headland of Taenarum in Pelops’ land, mounting me upon their humped backs as they clove the furrow of Nereus’ plain, a path untrodden, when deceitful men had cast me from their Sea-faring hollow-ship into the purple swell of ocean. **

So to the characteristics of dolphins mentioned earlier on I think we may add a love of music.