Answer: We have found fossils that share specific bony traits that are found only in all whales but absent in every other mammal group, indicating descent from a shared common ancestor with modern whales, and these fossils had legs fully adapted for walking on land, and fundamentally identical to those of older mammals that precede the shared common ancestor that these mammals share with whales.
This tells us that the shared common ancestor of whales and these mammals with legs almost certainly had legs themselves, and inherited those legs from their own older mammal ancestors.
Therefore, whales have ancestors in their lineage that walked on land with legs.
(We also have multiple fossils of ancient whales that had legs transitional in form between fully terrestrial walking legs and flippers adapted for swimming, and modern whales still possess a remnant hip bone buried deep in their bodies.)
