Crikey. A long time - many human lifetimes. They have a pretty leisurely reproductive cycle - so there aren’t that many opportunities to select the traits you want, should they even arise.
It might be quicker to start with fruit flies and select them for whale-like traits.
I’m not trying to be snarky, but that’s kind of a strange question to ask in GQ. How can there be a factual answer to a question asking how long it would take to do something that, in all likelihood, is not possible? How long to selectively breed humans so that they could defy gravity?
Er… never. Maintaning a breeding population of blue whales in captivity would require billions of dollars, and an amount of biomass which every fishery for 100 miles couldn’t supply.
Blue whales become sexually mature after 7-8ish years, meaning by that time they’re about 20m long and close to 100 tons. For breeding (let alone selective breeding, which requires a bigger “stable”), you’d need at least ten individuals, and possibly as many as thirty.
In the wild, the range of an individual is over 1,000 miles; to support the above breeding population I would guess you need a tank or enclosed bay or estuary the size of… oh, gosh, the Gulf of Mexico.
The trouble with selective breeding of whales is that they have very long generation times and produce only a few offspring in their lifetimes.
A prizewinning dog or cat can produce a litter of pups/kittens every year. It’s easy to pick the top one or two of the litter and cull the rest, and the picks of the litter will be breeding in less than two years.
With a whale you only get one offspring every few years. Plus they, you know, eat a lot. And are rather big. You can’t cage them, and if you can’t cage them how can you control their reproduction? With domestic animals you control breeding simply by putting the two animals in the same cage during mating season, and nature takes its course.
If you really want minature cetaceans, you should start with the smallest cetaceans. Assuming you don’t want domesticated river dolphins which are very odd looking, you should pick the finless porpoise as your wild population:
“Adults grow more than 1.55 m (5 ft) in length and up to 30–45 kg (65–100 lb) in weight. Males become sexually mature at around 4–6 years of age, and females at around 6–9 years of age.”
This is a fairly large animal, but it can be kept in captivity and doesn’t have a prohibitive generation time.
“Why not today?” mused Elendil’s Heir, hovering 3.7 inches above his chair.
“Because you’re cheating,” answered Really Not All That Bright as he carefully snipped the twine suspending Elendil’s Heir from the ceiling.
Nope, no twine. Gimme the 'oop.
With Elivish blood coursing through those veins, I don’t know if you qualify as “human”. 
I admitted that the tonnage was inaccurate so you are referring to another fact, which one? And which definition of pygmy are you referring to? And how does a reference to a particular definition make some facts inaccurate?
Quoth brujaja:
I think Farmer Pickles just got a shipment of those, didn’t he?
You said you could have pygmies by selective breeding of cetaceans. That would be correct with the normal definition of “pygmy”-- something maybe 1/4 the size of the original species. But something that could fit into a home aquarium? Highly unlikely. Not something that you “could” do by any stretch.
Try this thought experiment to grasp how difficult it would be to breed a 6" whale: Imagine you’ve got unlimited time and resources and a note from God settling the ethical questions. How long will it take you to breed a one-half-inch man?
I could see a cetacean maybe 2’ and 40#? Say sea otter size? Assuming you were were willing to settle for a mini-dolphin or Porpoise. But an actual whale? Hmm, I think you’d have to settle for cow-sized.