You can go for dolphin watching tour, surfing, hiking, zip - lining through the rain forest canopy, horseback riding on the beach, sport fishing and many more. (serendipitytraveler.net)
You can enjoy a scenic dolphin watch cruise around the port, which is home to over 160 resident dolphins. (wikiaustralia.com)
If you have the inclination however you can get up before dawn and hire a local long boat and go dolphin watching from one of the black sand beaches there. (mindthetravel.com)