To answer that, you'd have to go back further than scientists can agree on what happened.
From an evolutionist point of view, the first official dolphin was probably grey, as that seems to be the most common trait between all of them, but could have varied in color depending on unknow conditions.
From a creationist point of view, some minor evolution does occur, but many species of dolphin probably already existed, and can't be traced back to just one dolphin with just one color, but the color you see them with now is more than likely the color they had when they were created.
a dolphins color is gray
No, dolphins may not change colours at all.
GRAY!
grey
it is gray
any color you want
no
pink
they have the woe
Pink Dolphins, are Amazon Dolphins. The pink you see is actually blood. So, obviously it stays.
Just add the original color to it.
No, red dolphins are not real. Dolphins are typically grey or light brown in color, with variations such as white or pink albino dolphins.