My Brother lived in Kona for 18 years, he took me to Captain Cooks Cove, right at dawn, you swim out to the center of the cove right before first light, it is spooky as hell, but suddenly you have a pod of 50 or more dolphins around you, it is a spiritual event. I have done it a few times, they don't always show up, but when they do pure magic, Hawaiin Spinner Dolphins, they jump out of the water and do corkscrew motions.