Zora's Domain:
Travel through Zora's River to reach Zora's Domain. Use the Zora's Fountain to find Lord Jabu-Jabu. You'll need to catch a fish in a bottle (from Zora's River or Hyrule Castle Town) and offer it to Jabu-Jabu to enter his belly.
Inside Jabu-Jabu's Belly:
This dungeon is unique as you'll be escorting Princess Ruto. She'll help you activate switches. Obtain the Boomerang. The boss is Barinade. Use the Boomerang to cut its tentacles and stun it, then attack the core. After defeating Barinade, Ruto will give you the Zora's Sapphire.