In Leviathan: The History of Whaling in America, Eric Jay Dolin states that there is little or no good evidence that the natives of what is now the northeast of the U.S. hunted whales prior to European contact. This, he acknowledges, is in despite of innumerable textual assertions to the contrary; but he claims that the previous authors who made such claims all seem to be relying on each other, and the thread breaks before anyone gets to primary sources -- kind of like the archetypal urban legend, which is always reported as having happened to a friend of a friend, never a friend at a first remove who can be queried.
The Indians did, however, make use of whales that stranded themselves or washed ashore -- there's sufficient documentary evidence of that, right back to individuals aboard the Mayflower, who observed Indians scavenging beached pilot whales even before they decided on Plimouth as the place for their permanent settlement.
Dolin doesn't say that the New England Indians didn't "go whaling" -- only that there's not sufficient evidence to conclude that they did. But if they did hunt whales at sea, surely there would be some hard evidence in the form of harpoons and other artifacts? And one wonders about the craft in which they might have pursued the whales. Compared to the whaleboats carried by European whaling ships -- which, if the marine artists were honest, were forever being smashed to flinders by whales' tales -- even the largest canoes of the northeast were pretty small and flimsy. I don't for an instant doubt the bravery of the pre-contact Indians of the northeast, but neither do I doubt their sanity or their practicality, and it makes sense to question whether they, or anyone, would hunt great whales in bark canoes.