The Delphinus is, according to Fina, "an ancient creature that lived in the seas" and is the namesake of Enrique's flagship. Fina draws one for her flag, which is the only time in the game players see the creature. It resembles a real world dolphin; Fina's image of the Delphinus depicts it with wings, although it is unknown if they actually have wings. Because Fina refers to it as an ancient creature, its possible that they are extinct.
In the real world, Delphinus is the Latin word for Dolphin, as well as the genus name of the common dolphin in taxonomy. Delphinus is also the name of a constellation in the northern sky, close to the celestial equator.