A, the hippocampus lives in water, breathes with gills and swims with fins, which belongs to fish. A is correct;

B, whales breathe with lungs, viviparous breastfeeding, belonging to mammals, not fish, B is incorrect;

C, squid belongs to mollusks, not fish, and c is incorrect;

D crocodiles breathe with their lungs and belong to reptiles. D is incorrect.

So choose: a