Dolphin in Atlantica in Kingdom Hearts?!?

So I read another question before and they said that you had to go to the undersea gorge, ride the dolphin, go back to Ariel's grotto, and then go to the undersea valley and the dolphin should be there. I don't know how to get to the undersea cave without going to the undersea valley first and I can't find the dolphin. HELP ME, PLEASE. !