What is the dolphin's outer skin covering called?
It is just called epidermis.
The most external layer of the dolhpins' skin, much like our own, is called epidermis. It is rubbery and thicker than the humans', but it has similar functions.
On the other hand, the dolphin's hypodermis (the inner skin layer) is called blubber, showing a thick layer of fat which protects the dolphins from cold and predator attacks, and also helps with buoyancy.