You can have a whale shaped creature that floats in the air through lighter-than-air gas in their body and less internal heavy structure that the traditional whale has.
The square-cube law limits the size of creatures in the air and on the ground. The buoyancy of water allows whales and other creatures to be much larger, since the musculoskeletal structures of the animals don't have to fight as much gravity.
When you're moving from the ocean to the air, you lose that benefit.
The answer about flying plants here states that you could use hydrogen as opposed to helium in order to provide lift to the animal in question. There isn't enough helium in the air on our planet, but you could imagine a planet with other mixtures of gas.
For a whale, you need to lose a ton of mass. What you're left with essentially is no longer a "whale," it simply has the external shape and surface area of a whale but internally it's an entirely different animal. You need a reason for the "whale" to be in the air instead of the water.
Breeding would take place in the same way where the creatures mate belly to belly and ejaculate in the air, since there isn't really any physics against that. Your creature's floating ability does need to be able to support the weight of its sperm, eggs, and organs.
For food, you have to give the creatures reason to be up there to begin with. Perhaps the planet has massive amounts of biomass or tiny creatures (perhaps other living gasbags!) in the air that the entity ingests in some form. It would be the skies' version of krill.
Addendum, with an idea thanks to ckersch:
With enough flora and incredibly tall trees, the floaters could easily be herbivores. There's a limit imposed by physics and biology on how tall flora can actually grow, but for all observers down below, "in the skies" as a metaphor would be a sufficient description of the life above.