From the Super Mario Wiki
Donny swimming with the other Micro-Dolphins

Donny is a Micro-Dolphin living in a pool of Koopa-Kola inside Yoshi's stomach, as seen in Unjust Desserts. He is the first Micro-Dolphin that Mario meets while he was shrunk down and wandering inside Yoshi's belly. He was amused when Mario said that the dolphins lived inside of a dinosaur named Yoshi, and refused to believe him. Donny also believes that cows do not exist and that the world is not round. However, he and the other Micro-Dolphins eventually help Mario cross the Koopa Kola lake.