In this country, whey has generally been considered a "waste product" of cheese making. Large amounts of it have been "dumped" in waterways, creating general havoc with their ecosystems. But people here have missed the boat with whey, since it has several nutritional benefits that are quite substantial. It contains almost all the calcium found in milk (1 cup contains 1/3 of the calcium you need daily). The flip side of this is that once the whey has been drained from milk, the resulting products, whether yogurt cheese or cottage cheese or other cheese, contain only about 15% of the calcium found in a whole milk product. This doesn't mean they are nutritionally empty but it does mean that these particular products are not good sources of calcium.
The flavor of whey takes a bit of getting used to. If you like buttermilk, you'll probably find it very pleasant. But if you're a bit more tentative about it, you can mix it with juice, or flavored carbonated water... or use it in recipes. Its natural acidity reacts perfectly with baking soda to produce all the leavening (carbon dioxide bubbles) you need.