My first thought was "A school of whales". Then I got confused and wondered if it should be "A shoal of whales" - according to wiki, school and shoal are used rather loosely, although technically shoaling is for social reasons and schooling is where a group of fish swim in a directed manner in the same er, direction lol. This was when I remembered, and promptly stumbled upon elsewhere on the internet, "A herd of whales" as well as "A pod of whales". In the process I also found "A gam of whales", which apparently means a group of whales that interact with seafarers. So... is it school, shoal, herd or pod?