From Sonic Retro
The Whale is a recurring character in post-classic Sonic games, varying between roles as an interactive (but deadly) level element and background cameos. It is not known if every appearance it makes in a game is the same orca or its family, but in any case he/she/it/they always display(s) a fondness for leaping out of a body of water at dramatically appropriate moments, with an occasional hunger for land-based mammals.
In the earliest preview footage of Emerald Coast, and in many subsequent previews and trailers, a key highlight (or "wow" moment) was the section of Sonic's Emerald Coast level where he ran along a fragile, wooden drydock-slash-pier while being pursued by The Whale, who swims and jumps straight through the structures like it's nuthin'.
Emerald Coast is the first level of the game, and thus had a requirement of grabbing the player's interest,
lying to showing players that "This game's expertly made and well worth revisiting in a few years". Clearly this strategy was a success, because SEGA have gone on to re-release Sonic Adventure every few years, always putting screenshots of The Whale's section at the forefront of the packaging and advertising.
Stone ruins are a whole lot tougher to smash through than wood, so The Whale focused on improving its visual impact while dropping most of the aggression. All 12 characters encountered scenic moments in the Ocean Palace level where their longest/highest jumps were accompanied by equally-impressive jumping whales who created miniature rainbows across their jumping arc. Showbiz is an amazing thing, folks.
As Sonic tried to hard to 'change' and be more 'ambitious', The Whale knew whay players really wanted; to see a return to the classic way of doing things. Yes, it doesn't get any more classic for The Whale than an on-rails run-away-from-it-across-wooden-constructions section, but The Whale also dared to innovate by surprising players with drama and deceit.
Sonic, the two-decade-long poster boy for the Anti-Swimming Society, is ironically forced to grab onto The Whale's dorsal fin and pray for dear life it doesn't decide to dive or swim out to sea. The latter option is prevented by the timely intervention of Tails, and in an "I was kidding about the whole "risking your life" thing" maneuver, The Whale then carries and propels Sonic to the next section of the level.
You can't have Emerald Coast or Ocean Palace without a certain someone reprising their role. That would be silly.
- To date, all game sections where The Whale 'pursues' Sonic have been glitchy, often leading to players' deaths despite the fact the section is supposed to be "on-rails", broken by merely moving the control stick or having it pointed in the wrong direction, or simply because the game engine decided it didn't like the angle at which the player touched a ramp. This means that even someone who has mastered the game will occasionally lose a life to The Whale, keeping its 'killer' role relevant while still lookin' fancy.