Little black fins pop up through the lapping waves and, as we squint our eyes, a tiny dolphin leaps into the air and over another black fin.

Under and over and under again. And then, with the flick of a tail and a splash of white spray, the dancing dolphins vanish. We scour the dark sea for more activity, pointing out where the creatures were playing to our excited children. But we can only see bobbing waves now.

Our scrutiny is rewarded seconds later, though, as the two playful bottlenose dolphins re-emerge close to a buoy, as if to say goodbye. Our sons jump up gleefully pointing to the black freezing waters of the Moray Firth where the little creatures are taking their final bow. Then, again within seconds, they are gone.

We know we have been lucky to catch a glimpse of these sacred animals in their natural habitat; acting on a tip from a local working in our hotel. And, to our delight, we have caught up with them in a precious moment in time. We find them at Chanonry Point, Fortrose, where a few in-the-know watchers are waiting patiently with cameras and binoculars at the ready.

For a closer look at the dolphins, you can take a boat with eco-ventures (www.ecoventures.co.uk, 01381 600323) which might give you the chance to see grey seals, minke whales and harbour porpoise. Twitchers will be in their element, too, as you can get a close-up view of guillemots, razorbills, cormorants, kittiwakes and fulmars.

We are staying at Dornoch Castle, in the heart of the quaint little town of Dornoch, in Sutherland, and directly opposite Dornoch Cathedral, where pop star Madonna christened her son, Rocco, before she married

film director Guy Ritchie in the parish. Apparently, when the most famous woman in the world walked into the beautiful little Highland church she was so touched by its ambience and serenity, she softly began to sing Ave Maria, bringing her friends to tears.

It’s no surprise the cathedral had such an impact on the singer: there’s something special about this place. The pews are set all around the cathedral, not just at the front, giving it an all-encompassing, cosy feel. As the sun streams through the intricately designed stained-glass windows, you really feel you are in a heavenly place.

This is a must visit – not just for Madge fans, although it is nice to stand on the steps where she stood – but because there’s a warm sense of tranquillity as you step into this celestial place.

The locals are friendly and welcoming; even though our young sons are playing hide-and-seek around the pews, they are unruffled by it and give our five-year-old a quest to find all the animals on the windows.

His younger brothers follow him inquisitively before climbing the pulpit and jumping off some steps. Time to go, and we head back to the comfort of our temporary home.

Dornoch Castle Hotel is a historic 15th-century castle 45 minutes from Inverness, and is just dripping in history and tradition but is strangely down-to-earth and modern at the same time. Largely down to the tasteful and contemporary interior decor, the fusion between new and old is seamless, and everything you could want from a Highland retreat is here. A large open fire greets us, rescuing us from the cold, dark, wet weather outside. There’s something very comforting and welcoming about the ambience of this hotel and, while probably best suited to couples and families with older children, our three boys under six feel instantly at home.

The grey-stone inner walls of the castle, the impressive winding oak staircase and traditional windows inspire our children to run around pretending to be knights. After buying tiny metal Highland soldiers and Vikings from the Historylinks museum shop, which sits directly behind the hotel, they are making little turrets and fortresses out of anything they can lay their hands on.

Dornoch dates back a thousand years; it became a royal burgh in 1628; and its golf course is one of the earliest written about in Scotland. It was also the last place to execute a “witch”, the unfortunate Janet Horne, who was burned alive in a barrel of oil in 1722.

Witch executions and celebrity visitors aside, Dornoch is the perfect place for a winter weekend away. And the odd American wedding. On our first night in the restaurant, an Oklahoma bride – fully adorned in white designer dress – and her equally all-American groom, kitted out in the full Scottish regalia, of course, are quietly enjoying their wedding feast sitting among the other guests, before offering glasses of champagne to everyone. It’s all very understated, intimate and gently heart-warming.

What makes Dornoch Castle stand out from other Highland hotels is the friendliness of the staff, the traditional yet modern surroundings and the standard of the food. It may only have a three-star rating; but this hotel oozes five-star quality.

Next year work will begin on a £1.6m redevelopment which will include a brand new bistro, coffee shop and bar, as well as 12 new bedrooms and spa – which will no doubt give it the much-deserved extra stars.

It’s a beacon of unsurpassed quality when it comes to the food and recently appointed Breton head chef Mikael Helies, who has worked at the Michelin-starred restaurant Hotel L’Ermitage near Zurich, Switzerland, is cranking the quality up a gear.

The monkfish wrapped in Parma ham comes with a sauce bursting with flavour, colour and texture and it’s so good, I want to lick it off the plate. The pork belly my husband has sizzles and drips with such a delicious meaty sauce, he only cuts off the tiniest slice for me to try.

If you can prise yourself out of the hotel and you’ve explored the Historylinks museum, the stunning beach, just a stone’s throw from the centre, is next. Anyone with small children will appreciate the seemingly endless

miles of golden sand. There’s even something for shoppers in this tiny town at Jail Dornoch – a shopping extravaganza perfect for unique Christmas presents. Thankfully, there’s not a piece of tartan or shortbread in sight.

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