I remember when I was a small boy, I had an aunt who spoke that way. She told my brothers and me that was the correct way to speak. But she didn’t explain why, and so we just ignored her. As I study the English language, however, I found her assertion partly correct.
The ancient Saxons had quite a few words that began with HW and they pronounced the H: hwit (white), hwisprian (whisper), hwoel (wheel), and hwaete (wheat). The Norman (French) invaders led by William the Conqueror in the 11th century found the Saxon pronunciation too harsh, however, and they also had difficulty pronouncing such words. So while they dropped the H sound and put the emphasis on the W, they still retained the Saxon spelling. Eventually, the scribes reversed the HW in their writings, and HW became the WH we still know today: why, where, when.
But the stubborn Saxons did not let the Normans have it all their own way. Today, when the WH is followed by a vowel the W dominates and the H is almost silent: what, when, white, why. But there is a big exception. When the WH is followed by O, the H dominates and the W is silent: who, whose, whole, whore, wholly. The only exceptions to this rule are three modern, made-up words. In whoop, whopper, whoosh, we speak as if the words begin with W and there’s no H.
What is most interesting about this WH business is that for nine centuries a tiny handful of people have still been placing the H before the W in their pronunciation of these words just the way people did before the Norman invasion. If you asked them, they would probably not know why, except that once upon a time it was the correct pronunciation. Now that’s what I call really stubborn.