Well, they think the dolphin may have been on land at one time and dolphins and apes split off somewhere down the line and dolphins went back into the water. We happen to be the closest thing to a dolphin in the ape family. Its called the aquatic ape theory I believe.
http://www.planetpuna.com/siriusa/AQApe.htm
http://paulapeterson.com/dolphin_human_connection.html
Here are some links. It's still a theory so decide for yourself.
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