No, humans never had tails and whales never had legs. However, the species we evolved from did. If you look at a human embryo in utero, you will see a tail, and even adult humans have a tail bone. While I am less familiar with whale physiology, I know they have hip bones.

Whales today have leg bones, and some whales that have washed ashore have small hind legs. They are totally useless, but it's true :) Not sure about the tails though.

1) "Human tails Human embryos have a tail that measures about one-sixth of the size of the embryo itself. As the embryo develops into a fetus, the tail is absorbed by the growing body. The developmental tail is thus a human vestigial structure. Infrequently, a child is born with a "soft tail", which contains no vertebrae, but only blood vessels, muscles, and nerves, although there have been a very few documented cases of tails containing cartilage or up to five vertebrae. Modern procedures allow doctors to eliminate the tail at delivery. Some of these tails may in fact be sacrococcygeal teratomas. The longest human tail on record belonged to a twelve-year-old boy living in what was then French Indochina, which measured 229 mm (9 inches). A man named Chandre Oram, who lives in West Bengal, a state in India, is famous because of his 13-inch (330 mm) tail. It is not believed to be a true tail, however, but rather a case of spina bifida. Humans have a tail bone (the coccyx) attached to the pelvis, in the same place which other mammals have tails. The tail bone is formed of fused vertebrae, usually four, at the bottom of the vertebral column. It doesn't protrude externally, but retains an anatomical purpose: providing an attachment for muscles like the gluteus maximus." Source and further information: http://en.wikipedia.org/wiki/Human_tail#Human_tails "The coccyx, or tailbone, is the remnant of a lost tail. All mammals have a tail at one point in their development; in humans, it is present for a period of 4 weeks, during stages 14 to 22 of human embryogenesis. This tail is most prominent in human embryos 31-35 days old. The tailbone, located at the end of the spine, has lost its original function in assisting balance and mobility, though it still serves some secondary functions, such as being an attachment point for muscles, which explains why it has not degraded further. In rare cases a short tail can persist after birth, with 23 human babies possessing tails having been reported in the medical literature since 1884." Source and further information: http://en.wikipedia.org/wiki/Human_vestigiality#Coccyx 2) "Human vestigiality is related to human evolution, and includes a variety of characters occurring in the human species. Many of these are also vestigial in other primates and related animals. The vermiform appendix is a vestige of the cecum, an organ that would have been used to digest cellulose by humans' herbivorous ancestors. Analogous organs in other animals similar to humans continue to perform that function, whereas other meat-eating animals may have similarly diminished appendices. In line with the possibility of vestigial organs developing new functions, some research suggests that the appendix may guard against the loss of symbiotic bacteria that aid in digestion. Other structures that still are considered vestigial include the coccyx, or tailbone (a remnant of a lost tail); the plica semilunaris on the inside corner of the eye (a remnant of the nictitating membrane); and, as pictured, muscles in the ear[19] and other parts of the body. Other organic structures (such as the occipitofrontalis muscle) have a lost their original functions (keep the head from falling) but are still useful for other purposes (facial expression)." "Vestigial characters are present throughout the animal kingdom, and an almost endless list could be given. Darwin said that "[i]t would be impossible to name one of the higher animals in which some part or other is not in a rudimentary condition." In whales and other cetaceans, one can find small vestigial leg bones deeply buried within the back of the body. These are remnants of their land-living ancestors' legs. Many whales also have undeveloped, unused, pelvis bones in the anterior part of their torsos." Source and further information: http://en.wikipedia.org/wiki/Vestigiality 3) "Whales are mammals whose ancestors lived on land. So how did they evolve into the sea creatures of today? Based on illustrations by Carl Buell and displayed as part of the Whales Tohorā exhibition." Whales evolution http://www.youtube.com/watch?v=8cn0kf8mhS4

Yes. A very, very long time ago, though they weren't truly evolved into what we now consider human or whale.

they weren't really legs to walk on.. more like weird flippers... imagine the legs you'd have to have to hold up a whale >.>