Paint the walls light blue, and draw in waves and bubbles with a thin paintbrush and white paint. Add a playful dolphin jumping through the waves by painting one on the wall or using a large dolphin decal that you can find at a craft store. Be sure to paint waves over the dolphin decal.
Put down a soft, gray carpeting in the nursery to pick up the colors of the dolphins. Add plush white bean bags and large plush blue or grey dolphin toys on the floor. Include other plush creatures such as a mermaid, crabs and starfish stuffed into a toy treasure chest.
Scatter small lamps with a ship's wheel attached to each base around the nursery. Add lampshades with dolphins swimming through the sea. Plug in a nightlight that casts dolphin or sea creature shadows onto the nursery wall. Hang a dolphin clock on the wall, and add a rocking chair with blue or gray cushions for mom or dad to rock and soothe the baby.
Tuck your baby in with a quilted comforter displaying blocks with sea creatures including dolphins, octopi, sea urchins, sea horses, crabs and fish. Continue this theme with the crib bumper, hanging diaper holder and curtains. Add a window valence with a quilted dolphin in the middle and blue side curtains.
Decorate the sides of a white bookcase with dolphin decals and display kids' books about the sea in the bookcase. Hang a dolphin mobile over the crib, and attach an under-the-sea noise soothing toy on the crib rail to relax the baby. Unscrew the light switch plate and screw in a dolphin light switch plate.