Whales are mammals, so their ancestors had the same kinds of teeth that many modern mammals have. If you have a dog or cat, take a look at their teeth. The tiny ones in front are called the incisors. Then there are the long, pointy canines. Behind them are the wider teeth called premolars, then the molars. It’s not easy to tell the difference between the molars and premolars just by looking, but the premolars, canines, and incisors all come in 2 sets. There’s the set we call baby teeth or milk teeth. These fall out and are replaced by permanent teeth. Molars don’t come in until the jaw is bigger, so there are no baby molars.

Toothed whales usually have all one shape of teeth because they usually just use them to grab things, which they swallow whole. They don’t do a lot of chewing. So their teeth are usually all simple pegs that are good for grabbing or biting. There are exceptions like the narwhal’s tusk, which is a tooth. The sources I found say that whales do not have a set of baby teeth that they lose.

Why do you think toothed whales echolocate when baleen whales don’t?

Of all living mammals, only manatees, elephants, and kangaroos can regrow their teeth. The mammalian ancestor, however, could regrow their teeth. It is likely that the mammalian ancestor was so small and short-lived that there is no selection pressure to keep this ability.

No. Toothed whales grow only , one set of teeth, making them "monophyodonts" (from Latin, almost literally "one set of teeth"). This differentiates them from most mammals (recall, whales are mammals ), which are "diphyodonts" that grow two successive sets of teeth, and "polyphyodonts" which continually replace teeth.

Mammals are actually an exception to the group of polyphyodonts, which includes most vertebrates, toothed fishes, and many reptiles. [Of course, there is an exception to this exception, with manatees, kangaroos, and elephants being mammalian polyphyodonts. None of these are whales though.]

Whales do not shed their first set of teeth (or “baby teeth”) to replace it with permanent teeth. Rather, they have only one set of teeth for their entire life. You can read more here.