Mr. Jones means that he would have had a better life as a whale, since whales have a straightforward communication with each other.  He listens to whale tapes and believes that whale communication surpasses human communication.  This stems from a devastating experience from Mr. Jones' past.

Mr. Jones is troubled by the tragic death of a young child who he accidentally killed, when the child climbed under his truck without his knowledge.  

He has been dealing with the grief of the incident ever since, he suffers from depression and identity issues.  He has tried to make amends in his life for the loss of the young child, but seems to come up short.