Instructions
Talk to all the dolphins on the level. You communicate by facing them and pressing the B button. This causes Ecco to fire is sonar. One of the dolphins will challenge you to jump as high as possible out of the water.
Swim to the ocean floor and then aim Ecco straight up. Tap the C button as fast as you can. This causes Ecco to hurl himself straight into the air. If you get high enough, thunderclouds will roll across the sky. This let's you know that you've jumped high enough.
Return to the ocean floor and then swim to your right. On the far side you'll find a tunnel. Enter this tunnel to complete the first level of "Ecco the Dolphin."