Nooo! Throwing a whiffle ball and then throwing a baseball will make the baseball feel much, much heavier. And because the whiffle ball is so light, you have to be very careful not to overthrow it and possibly throw out your arm.
I NEVER threw any object other than a baseball -- not a softball, a snowball, a tennis ball or anything else. I took this very seriously.
... and on that note, like Josh Beckett, I never shook hands with my teammates or the opposing team with my pitching hand. I didn't want someone to accidentally yank my hand or mess around and squeeze it or anything else.