Gray whales are baleen whales, which exhale through TWO slits called blowholes on top of their head. Blasting out of two blowholes, their breath creates two misty towers high in the air. If it's not windy, the two towers of mist blend like a heart shape. You can see the two blowholes in this photo. Whales with teeth instead of baleen have only one blowhole. What do you think the blows of those whales look like?

Gray whale blow hole
Photo Caroline Armon, BajaEcotours