This image popped in my head, so I drew it. Took about an hour. I think these two species could probably meet in the wild, and maybe they'd be curious about each other. At least, I think a dolphin would likely be curious about a penguin and want to play with it. I don't know about the penguin, since adult penguins have most of their predators in the water... I think... though I don't know as much about penguins as I do about dolphins... anyhow...