Swimming with whales is possible now a days in some amusement parks. But swim with them in their natural habitat is almost impossible.
Picture taken from here.
I think that swimming in the open ocean with such creatures would be a pleasurable and fantastic activity. It would remember me of the days I was a little kid and dreamed of once living in an island where I could swim with the fish and the whales whenever I wanted. For me, it would simply be magnificent and bring me that freedom feeling I so much look forward to have in my life.