Costa Ballena is the name that was selected some years ago to embody what are essentially 3 towns along Costa Rica's southern pacific zone. There is another Costa Ballena in the world. It is located in Spain and they've got lots of marketing on the Internet (and elsewhere I'd imagine) so that people are generally looking for that location in Spain when they do a search for Costa Ballena.
The decision was made based on the fact that the name is extremely appropriate for this area of Planet Earth. Unlike the Spain Costa Ballena, there are actually whales off this coast most of the year.