Pakicetus was a hoofed mammal which was able to get around very well on land.
The above is the best skeleton found so far. It looks a lot like other ungulates, except the head is rather whale-like. The real tip-off is the ear. It has a unique sigmoid (s-shaped) bone connection found only in real whales.
Ambulocetus, a slightly more advanced whale, has a very similar skull, but also is well adapted for aquatic life. There are more intermediates now being located on a regular basis. It's going to be interesting to see what happened.