Dolphin

The Dolphin is found in Atlantica in Kingdom Hearts and Kingdom Hearts Final Mix. Flounder calls them "giant fish." It gives Sora and his party a ride past the currents that block the passage to the Shipwreck. The Dolphin in the "Undersea Valley" will be available even if there are Heartless but the player will be unable to ride the Dolphin so one must defeat the Heartless before riding the Dolphin to reach the "Shipwreck".

Story
In Kingdom Hearts, the animal plays a really minor role only leading Sora and company to "Shipwreck" It can also lead you to other places in Atlantica if you let go before reaching the "Shipwreck" It's help is not needed after Sora and company gets the Mermaid Kick ability.

In Kingdom Hearts 2, the dolphin is a singer in a few songs

Other appearances
In Kingdom Hearts II and Kingdom Hearts II Final Mix+, Dolphins are present in the game as a minor character, notably during one of the singing mini-games.