Discovery Cove's hours are from 9:00 a.m. to 5:30 p.m. with check-in beginning at 8:00 a.m. on the day of your adventure.
However, since the first dolphin swim begins before 9:00 (as early as 8:00 during peak periods), the doors are open earlier. It is also possible to linger until 6:00 before you are politely pointed to the exit.
In my opinion, it is better to arrive early, about 8:00 a.m. if you are participating in the dolphin swim. On the other hand, if you are going in winter, when the first dolphin swim isn’t until 10:00 a.m., you can afford to sleep in a bit.