Something that occurs to me is that if it's your first time in WDW, dropping off at the CCC and arranging a shuttle may be easier for you than dropping off at the Dolphin and having to find your own way back to your resort. WDW is enormous, and navigation can be a little overwhelming on a first visit.
WDW has a transportation system that's free to use, but the buses do not ever run directly from one resort (hotel) to another. You can take a bus between a resort and a park, or between a resort and Disney Springs. So if you drop the car off at the Dolphin and want to use the buses, you have to either walk, boat, or bus to one of the parks before you can get a bus back to your own resort (the only park you can walk to from the Dolphin and get to the bus stop without entering the park is Disney's Hollywood Studios -- there's also a boat service that goes there from the Dolphin, also free to use). Otherwise you'd have to get a taxi or an uber if you wanted to go directly to another resort from the Dolphin (assuming you're not staying in an Epcot-area hotel -- if you're staying at Yacht Club, Beach Club, Boardwalk, or Swan, those resorts are all walkable from the Dolphin). The Dolphin is mostly more convenient if you're staying at one of the resorts walkable from it or if you want to go directly to DHS or Epcot after dropping off your car and don't mind a twenty minute walk (or if you want to hang out in the Boardwalk area between those two parks, which has shops and restaurants).