A whistling noise is usually something to do with vacuum hoses, YMMV.
If you bought the car used, or don't know when the water pump was replaced (if ever), then change it right away, assuming you're talking about an E36. You'll usually get no indication at all that it's about to go, but when it happens, 10 to 1 you're gonna be screwed. The newer compsite impeller pumps should last about 60k. Most of the metal ones do too, but some have issues with the bearings wearing out.