Blue whales are not fish. They are mammals.
Here's why:
They breathe air: Blue whales have lungs and must come to the surface to breathe. Fish have gills and breathe underwater.
They give birth to live young: Blue whale calves are born alive and are nursed by their mothers. Fish lay eggs.
They are warm-blooded: Blue whales maintain a constant body temperature, unlike fish which are cold-blooded.
They have hair: Though very sparse, blue whales have hair, which is another characteristic of mammals.
So, while they live in the ocean, blue whales are actually mammals, not fish.