At precisely what moment did a hippo become a hippo? Exactly how different from a pig does a hippo have to be to be a hippo without turning into a whale?
Ha! Well, for sake of discussion, I'll take it as a more-or-less serious question. ;-)
A hippo first became a hippo when the Greeks gave them that name: water horse. Before that, hippos didn't know what they were, and didn't know who they were related to. They like fresh water, but never see ocean going whales, so they never give that subject much thought.
Like I said: if you ask a hippo, all you get is a big yawn. ;-)
Point is: these categories are man-made and somewhat arbitrary.
Fossil records show the first hippos around 18 million years ago. Comparisons of fossils and DNA suggest common hippo-whale ancestors around 50 million years ago. The link to pigs seems to go back about 20 million years before that.
Remember, in the past, man-made classification systems typically assigned a new species whenever it was figured that populations could not interbrede. But more recent information shows that some of these separate "species" can and do interbrede.
Indeed, there is even an example (corn) where plants were assigned to not only separate species, but different genuses. Come to find out, one was simply the wild ancestor of modern corn.