There is a hint that dolphin system of ultrasound whistles and clicks form a some kind a vocabulary, which allows them to express rather complicated signals (I would not yet say "thoughts") and that they can distinguish between friend and foe of their own species sufficiently to cover up their communication from the latter. Only one unproven step -- namely that (some) animals can objectivize past experience to plan the future course of action -- removes them from what we humans mean by consciousness.
