Now I know some people think that animals don't have any sense of religion but lets say they did. Do Whales worship God or some crazy insane ocean goddess that forces them to eat the helpless plankton.
Interesting question, and one on which I will have to give you my opinion since, as hinted at in the question itself, there will not be a lot of reference material to consult. :)
Let's get philosophical. Are whales eating "helpless plankton" as a result of a "divine scheme of things", or because they are under the control of an "insane ocean goddess?"
There is no way to answer this question without at least some bias, mine being toward a traditional and Biblically based position. Therefore my bias makes me lean toward the "divine scheme" position. I would not say that the animal world does not "have any sense of religion." The Bible says that "the heavens declare the glory of God, and the firmament shows his handiwork", Psalm 19:1. There is a sense in which all of creation has an indelible "stamp" on it, as well as an awareness, that points it toward a creator. Humanity is said to be created "in the image of God," Genesis 2-3, giving us an extra element of that awareness, therefore more responsibility and "sense of religion." If this is the case, then occurrences such as plankton being eaten are not an aberration, but part of the "circle of life."
On the other hand, with all of the changes that have taken place in modern, or better "Post-modern," culture there are vast differences in how people view life. Many views from the past have resurfaced in this "Post Christian" era in which we live. Therefore you could probably find someone who would agree with the "insane goddess" idea, but I am not one of those.
I hope this has helped and I appreciate your question.