PICO ISLAND, AZORES, Portugal—We’re off in search of blues. Rolling out under a leaden sky, the waves form the track of a roller-coaster under our sturdy zodiac, and my fellow whale watchers — a group of boisterous local guys in their 20s — make the most of the situation, ducking low and twisting with imaginary turns, as if hurtling on a bobsleigh down an Olympic track.

First, we spot the common dolphins, goofing around and swimming upside down, showing us their white bellies. Then it is Risso’s dolphins, bigger and less playful. But it’s a blue whale that we’re really looking to find on our Aqua Acores boat trip.

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