Stranded Deep features only one type of Whale, as of now, the Humpback Whale.
Whales are docile, and will not attack. They are usually found far out, and are scarce. You can ride on top of them.
Humpback Whales will resurface every couple of minutes for air, and will shoot out water out of their spout.
Known Bugs: Edit
In very rare instances, due to their exclusive appearance in deep sea, whales will swim into the shallows and through your island, either knocking you, or your items on the ground far in the air. This may result in death.
This bug may occur due to whales having the 'docile' shark AI, and will occasionally become aggressive due to a bug. This will cause them to swim through your island, due to them having no collision.