Actually the reason that whales are so big is related to the medium that they live in. Water provides buoancy so the gravitational pull of a large body isn't the same issue that it would be on land. Also, life in water means that the animal must find a way to reserve body heat (heat is lost about 20 times faster in water than on land). As you increase body size, the surface area to volume ratio decreases, thereby decreasing the amount of area that heat can be lost across. So, a larger body means less heat loss. Whales also have a thick layer of blubber to help minimize heat loss which also contributes to a larger body size. Most large whales migrate and therefore will encounter colder offshore waters at some point. Therefore, thermoregulation is very important.