But they have whiskers or at least they had, dolphins are born with a few hairs around the tip of the beak -which is called the rostrum if you want to sound more technnical- , that they lose them shortly after birth, retaining only the roots under the skin. Only the retains them which has persistent small hairs on the rostrum.
In the four pictures above you can see the stages of dolphin hair. Figure A shows the hair root that all dolphins have buried in the skin. Figures B and C show with arrows the hairs that stick out around the time of birth. Figure D shows the dark pits that each contain the hair root below.Source of these terrific photos and text: , by Sam Ridgway. (Thank you Sam).
But...what I suspect, but I haven't been able to test is that embryos have more hair in earlier states of development and that those hairs are reabsobed before birth.
- Wikipedia, , based on what is exposed in The Institute for Marine Mammal Studies (IMMS). . Retrieved 9 September 2012.