Extinct marine animals are the best. They're mysterious and very similar yet different from today's animals, from another time of the Earth. Anything about extinct marine animals interests me. From the early cambrian multicellular life forms to the giant marine reptiles that lived with the dinosaurs, they're all wonderful. Life originating in the sea and the sea being home to so many diverse and cool creatures is why I find marine life more interesting to learn about than terrestrial life.
For modern animals, I'd probably go with sharks. I like how deadly and resilient they are, being on this earth longer than mammals and lasting this long shows how well suited they are to their surroundings and at hunting, the fact that they are made of . Many species are very harmless and peaceful to humans as well, like the whale shark. The ones that attack people are also by accident, most sharks aren't man eaters. Though I'd still be cautious and respectful of a great white if i swam with one.
I also like whales because they are smart and cooperative with each other, and they have emotions like us and can care for each other, while being the top predators of the ocean. It's cool how they evolved from some small land mammal and grew into the many gargantuan species today. I'd love to see a blue whale one day.