Choosing a Whistle
The whistle is a diatonic instrument with simple fingering, and it's very easy to learn to play - easier than the recorder. If you're thinking about beginning the whistle, it is advisable to begin with a normal (high) whistle in the key of D. It is generally considered to be the easiest to play, and pretty much all of the tutor books you can buy are for whistles in D (although they can be used for any key).

What Keys Can I Play In?
Whistles generally play two octaves, and you can easily play in two keys on any whistle, for example on a D whistle you can play in D and G. Because many tunes go down below the key note, you will often find that the tune is easier to play in G than D on a D whistle, because D is the lowest note. This means you should also consider the alternative key of the whistle when choosing the key. C goes to F, A to D which is useful, F to Bb, G to C and so on