Chapter What we Gave we Have, What we Spent we Had, What we Had we Lost to Whistle of W by Brewer's Phrase & Fable

first known mention of whist in print was in a book called The Motto, published in 1621, where it is called whisk. The earliest known use of the present spelling is in Butler's Hudibras (1663).

“Let nice Piquette the boast of France remain,
And studious Ombre be the pride of Spain;
Invention's praise shall England yield to none,
While she can call delightful Whist her own.”
Alexander Thomson: A poom in eight cantos on Whist. (Second edition, 1792.)

Whistle (noun). Champion of the whistle. The person who can hold out longest in a drinking bout. A Dane, in the train of Anne of Denmark, had an ebony whistle placed on the table, and whoever of his guests was able to blow it when the rest of the company were too far gone for the purpose was called the champion. Sir Robert Laurie of Maxwelton, after a rouse lasting three nights and three days, left the Dane under the table and blew his requiem on the whistle.
   To wet one's whistle. To take a drink. Whistle means a pipe (Latin, fistula; Saxon, hwistle), hence the wind-pipe.

“So was hir joly whistal well y-wet.”
Chaucer: Cantervury Tales.

   You paid too dearly for your whistle. You paid dearly for something you fancied, but found that it did not answer your expectation. The allusion is to a story told by Dr. Franklin of his nephew, who set his mind on a common whistle, which he bought of a boy for four times its value. Franklin says the ambitious who dance attendance on court, the miser who gives this world and the next for gold, the libertine who ruins his health for pleasure, the girl who marries a brute for money, all pay “too much for their whistle.”
   Worth the whistle. Worth calling; worth inviting; worth notice. The dog is worth the pains of whistling for. Thus Heywood, in one of his dialogues consisting entirely of proverbs, says, “It is a poor dog that is not worth the whistling.” Goneril says to Albany-

“I have been worth the whistle.”
Shakespeare: King Lear, iv 2.