Whales along with dolphins and seals although is a marine animal they are classified as mammals and not fish. The whales have there front legs turned into flippers millions of year ago and their back legs became realy tiny. So , if you see skeleton of whale you can see it has tiny leg bone near its tail.
Like mammals whales breath air through pair of lungs and they are warm blooded. Whales are mammals also because they givee birth to live young ones and they provide milk to their young ones.