The fact that whales can successfully imitate human speech was just revealed in a research paper published in the scientific journal Proceedings of the Royal Society B, and includes a snippet of audio of the exchange. In it, you can hear a trainer saying things like "hello", "bye bye" and "one, two, three", and the Orca -- a 14 year old female named Wikie -- repeating them back. It's pretty incredible, if a bit unnerving.
To get the whale to speak, her trainer used hand signals that mean "copy this" (which is used, for instance, to instruct Wikie to squirt water like another whale), then presented her with a bunch of words and phrases she'd never heard before, according to Science. She got "hello," and "one, two, three" on the first try, but it took a few more attempts for her to get the rest. In the audio clip, you can hear her fumble a few tries by delivering some indistinct fart noises.
As for what this means for the future of human-orca interactions, it's unclear. The fact that the finned and toothy majestic creatures can "say" things like us does not mean they can necessarily understand what they're saying, or what's being said to them. So, don't get your hopes up that we'll be gabbing with killer whales about the weather anytime soon.