Due to this, the so called 'pakicetus' migrated towards the sea to eat the fish and plantation over there. Though their disadvantages, they could only stay a limit amount of time under water, they evolved to become more at ease in the sea.
They're front legs shrinked, they're back legs synced with their main body and developed a tail which would be more efficient for swimming fast. The fur shredded to leave a slick surface to prevent from drowning and they developed a breathing system underwater.
All of these changes made the dolphin evolve and help him reproduce without sinking or being eaten. They adapted to their surroundings and survived thanks to this mutation. To this day, we see many dolphins in the sea.
Though how do scientists know this drastic variation in the dolphin kind? Its simple, if we X-Ray a dolphin we can see the bones of the front limbs inside the mamal's body. This also explain with it gives birth like a mamal and does not use eggs.
To conclude, natural selection continues occuring and could lead to some surprises in the futur.