I taught myself when I was about 11 years old. It took months and loads of drool before I got the hang of it.
I started by using my index fingers..
Make the we’re # 1 shape of each hand..then turn your hands so that the folded over fingers and thumb are facing your face, folded pinkies touching.
Press the inside edges of both index fingers together forming an “A” frame.
Insert the tips of this A frame into the mouth, resting on the lower teeth, tongue curled up to the roof of the mouth but resting on the tips of your index fingers.
Gently purse your lips around your fingers. Then blow out.
If the position is right you should have a “hiss” sound over the bottom two teeth that reside inside the “A” frame. Continue practicing this hiss sound with more pressure and eventually you will get a whistle.
Once you master this you can translate it into the curved index and thumb whistle by simply getting the meeting point of the thumb and index finger to create a smaller A frame and following the same steps above.
Then, when you are really ready for the big leagues, you can learn to whistle sans hands or fingers, by using rolled lips over the bottom teeth and the tongue suspended slightly over the bottom lip to create the whistle.
It took me awhile to get the hang of it but it has proved very useful in my lifetime with dogs and kids!
Oh, and as in other areas of life, if it is making you gag, you’re going too deep. I don’t care what the guys say :)