Source: The Great Interpretation of Dreams (Ibn Sirin)
A whale in a dream indicates a minister, a prison, or worry. Whoever sees a whale in the sea, it indicates a great event will happen. Being swallowed by it indicates poverty or prison (story of Jonah).
Source: Perfuming Humanity in the Expression of Dreams (Al-Nabulsi)
A whale indicates a righteous man or a mosque. Whoever sees himself in the belly of the whale will be saved from worry and grief.
Source: Signs in the Science of Expressions (Ibn Shaheen)
A whale is interpreted as worry and grief. Whoever sees himself catching one will gain sustenance.