Here's why:
* Mammals are warm-blooded animals that have fur or hair, give birth to live young, and nurse their offspring with milk. Dolphins fit all of these criteria.
* Reptiles are cold-blooded animals that have scales and lay eggs. Dolphins do not have scales or lay eggs.
* Insects are invertebrates with a hard exoskeleton, three body segments (head, thorax, abdomen), and six legs. Dolphins have a bone skeleton, are warm-blooded, and have fins, not legs.