Many people’s first actual sighting of a dolphin will be at a marine park or aquarium. In these environments the dolphins are often trained to perform tricks for the amusement of the audience. Probably many people, especially children, first develop a close affinity or love for the dolphins from this experience. To many of them, the dolphins appear to be happy, in part because the dolphin’s mouth is fixed in a shape that reassembles a human smile.
The conditions that the dolphins are held in can vary from enclosed areas of sea to (in the worst case) small concrete tanks, in sometimes poorly filtered water. However, this must always seem an unnatural environment for a creature that is used to roaming over large areas of the ocean freely.
There are studies that indicate that dolphins and small whales suffer from this confinement, and sometimes die.
A captive false killer whale seems to deliberately chose to kill itself
There is also a whole industry that captures wild dolphins to supply such shows. The live dolphins that are selected to be used for this purpose are often taken from dolphin drive hunts in place like Taiji, Japan. Many more are slaughtered in what must be an incredibly stressful experience for those few who are taken from their families.
If you want to see dolphins, the best way to do so is in the wild. There are operators who arrange dolphin watching tours in ways designed to minimise stress on the dolphins.