Windsurfing with a dolphin happened to me once off Windang Island. I caught a wave and was surfing it back to the beach and the grey shape appeared next to me. It scared the hell out of me, then I saw its blowhole and knew I wasn't going to be eaten.
I tacked back out, caught another wave and it came in with me again. Tacked out again and it was gone. I decided to call it a day too as it was a grey and dark day and it felt a bit sharky. Its a day to remember