When Lynne Cox was 17 years old, she'd already broken several world records for long-distance swimming. She'd crossed the English Channel twice and always trained. One morning, she was swimming in the ocean off Seal Beach, Calif., before the sun was up. Suddenly, she realized a baby whale was following her. She couldn't swim back to shore because he'd follow her and run aground, so she stayed in the water with him for hours and hours, hoping his mother would come back for him. Cox tells guest host Phoebe Judge the story of Grayson.