Yes, Dolphins and whales descend from mammals that returned to the sea. In Darwin’s time no transitional fossils of that particular sequence had been found, but he predicted that transitionals between land mammals and modern cetaceans would be found and he turned out to be absolutely correct; a very nice sequence of such transitionals exist. No-one can say for sure that any particular “transitional” fossil is truly an ancestor of modern cetaceans but if Darwin was wrong his prediction was extraordinarily lucky (along with many other “lucky” predictions he made about the natural world and the fossil record.