Yes, you can go to Seaworld first. They will send you a confirmation letter with a reservation number. There is a door next to the Guest Services Window just outside the park at Seaworld that has Discovery Cove Check In Written above it. You just go through this door and hand your confirmation letter and picture ID to the person at the counter. They then give you a day pass and you enter the park through a door at the other end of the room. Quick and painless.
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