That's wild. If that becomes a recurring problem they should really think about putting some nets up or something. I guess they prefer warmer water, I haven't seen any sharks or seen anyone pull one out from a pier in awhile.
Sharks scare me a lot more than jellyfish. I did get stung by something on the foot last summer--I think it was one of those moon jellyfish because I'd been seeing them washed up on the beach. The sting felt like a bee sting, and the pain, which wasn't much to start with, was gone in an hour or two. Even a Portuguese Man o'War isn't as lethal as a shark.
Dolphins don't worry me. They don't mess with people. Although about a month ago one did pop up about 30 feet in front of me coming right at me and it scared the **** out of me. But you also have to remember that dolphins beat up sharks so they usually aren't in the same area.