Whistle once started with a breathy "hw" sound — Old English hwistlian. The word itself is onomatopoeia, imitating the sound it names.
To produce a clear, high-pitched sound by forcing air through a small opening, especially between the lips or teeth. Also the device that produces such a sound.
From Old English hwistlian ('to whistle'), from Proto-Germanic *hwistlōną, of imitative (onomatopoetic) origin. The word imitates the sound it describes, and similar sound-symbolic words exist across many language families. Key roots: *ḱweys- (Proto-Indo-European: "to hiss, whistle (imitative)"), *hwistlōną (Proto-Germanic: "to whistle").
The 'wh' in whistle used to be pronounced — Old English hwistlian began with a breathy 'hw' sound, like blowing air before the 'w.' This 'hw' pronunciation survived in some English and Scottish dialects well into the 20th century (think of Stewie Griffin asking "Cool Whip"). The phrase "wet your whistle" (to take a drink) dates to the 14th century and refers to the throat/lips