No one knows where the phrase "A wizard has turned you into a whale" originated, but the meme has been circulating the Internet at least since 2008:

http://definitelynotmartha.blogspot.com/2008/04/wizard-has-turned-me-into-whale.html

http://www.yelp.com/topic/atlanta-a-wizard-has-turned-you-into-a-whale-is-this-awesome-y-n

Even the site Know Your Meme is of no help.

tl;dr: It's a parody of text-based adventure games of the 1980s but it's not from any particular game.

Nonetheless, I dig the 8-bit Orca:

Joyce pointed out that it makes a fine tee shirt:

19 bucks on sale here:

http://www.topatoco.com/merchant.mvc?Screen=PROD&Store_Code=TO&Product_Code=QW-WHALE&Category_Code=ALLSHIRTS

The tee shirt is beloved by women and men alike:

The tee shirt was also featured on IT Crowd:

Also awesome: A wizard has turned you into a pizza.