No, no, you can play your own notes! Whistling uses preset notes, and if you pick up an item, the action button plays it randomly like the whistle, but if you hit Y or Up Arrow you go into Music Mode! In music mode, you can use the D-pad (WASD) and face buttons (arrow keys) to control the notes, triggers to control octave, and bumpers to control tempo. When controlling notes, the controls on the left are lower pitched, the controls on the right are higher pitched, and the order on each side is bottom button, left button, right button, top button. So, to play a full scale on keyboard, you would hit S, A, D, W, Down, Left, Right, Up, and on controller you would do Down, Left, Right, Up, A, X, B, Y.
Enjoy!