You should be flattered, not self conscious! You don't want to appear rude by ignoring them so i find the best way is to smile at the whistler but not say anything or do anything else as you don't want them to think your interested!

Just smile and ignore them, its mysterious and its not rude but its not implying you want more.

If its meant as a compliment don't worry about it, enjoy it. Years from now you'll look back on this and laugh. Eventually, no matter how beautiful we are, or how much we work out, this type of attention will fade. It just comes with the territory of being a young adult. If you feel threatened or scared, then think about when and where this happens. Can you avoid a certain location? Or, carry a light jacket or pahsmina to throw over you when you walk down that block?

i'm not even going to lie when people whistle at me i just laugh and smile, whats wrong with that lol i think there just joking about so i joke with them simple as.