Have you hired someone to install Dolphin? Maybe you had someone install a mod, or other service.
If so something you should always consider checking your database with a tool such as phpmyadmin and verify that additional admins haven't been added to your database. If there is more than the original 1 admin you created during setup, or if you did not manually add additional admins to your database then consider investigating this further and removing the admin access that you didn't put here.
With a standard Dolphin install you should only see 1 admin in in the Admin Table. You can verify this easily with phpmyadmin.
Here in this screen shot from phpmyadmin you can see the Admins Table and it indicates that there is only 1 admin. If you only see 1 you should be fine. If you see 2 or more and you didn't put them there you should consider removing the other, to prevent your installer, modder, or who ever put the addional access there from gaining access in the future.
If you see more than 1 in the Admins Table you can click on the first icon for "Browse"...Looks like a piece of paper kind of.
Then you will be brought to something similar to the next picture, with the actual login usernames to your admin panel, along with the md5 encrypted password.
This is still the standard default setup. Notice I have the username admin to and the md5 password has been blocked out for obvious reasons.
Now if you have additional names and passwords here. You should consider deleting any additional names and password combinations you don't use to login to your admin panel.
Be certain that you don't accidently delete your actual Dolphin login and password from this table.
But if there was something in there like the name george and password 54ffez44525dg84559663dfd69da that I wanted to delete and prevent accessing my admin panel. I would simply click on the red X in front of george to delete them. You will be prompted to verify that you want to delete this and you will have to choose ok/yes to complete. Then george is no longer able to access my Dolphin admin panel.
Backup your database prior to this just in case.
If you have given any installer, modder, or other access to ftp or your host control panel as well, then you should always change your password for these through your hosting control panel or ask your host how to do this too.
Once they are done there is no need for them to have access to your site, control panel, ftp, or other anymore.