I would suggest you ensure you are always with an expert who knows what they are doing and maybe has seen the dolphins before and built some trust with them. It sure does look like fun though providing it is with wild dolphins
there are places where you can swim with dolphins but if you really love them you may want to consider NOT to do it. In fact swim with programs can be detrimental for dolphins welfare. Not only you will disrupt their behaviour and they will have to spend energy that they would have spent for eating but you can also transmit them diseases!
It can also be dangerous for you because dolphins are wild animals and it is impossible to predict how they will react to you presence.
Dolphins are cute but they are wild animals as a lions, would you pet or get near a lion in the wild?