From the Super Mario Wiki
Micro-Dolphins are a tiny variant Dolphin featured in the Nintendo Adventure Book Unjust Desserts. They live inside Yoshi, and are able to easily traverse the fluids in his body thanks to their flippers and slick bodies.
If the shrunken Mario discovers a large concentration of Koopa Kola in Yoshi's body and chooses not to try and swim across it, a Micro-Dolphin named Donny will breach the surface of the goop and tell Mario that was a wise decision, as he would have gotten stuck in the sticky liquid. After Donny asks what Mario is doing here, the plumber explains his mission to find his lost brother, who Yoshi had eaten. Deciding to help Mario out, Donny and some of his friends allow Mario to hop on their backs to cross the Koopa Kola.
Presumably due to the secluded nature of their existence, the Micro-Dolphins believe cows are extinct, and that the world is not round. They also laugh off Mario's assertion that they live inside a dinosaur.