Hi Lady G,
It depends on how much life insurance you are applying for. For smaller amounts you can get it without an exam.
For larger amounts they will take blood, ask about your health history, how much you smoke/drink. Etc.
They also will ask questions about dangerous activities that you might participate in. Such as do you hang-glide? Do you rock climb?
So, as you can see they may probe pretty deep into your life.
They need to know this because their team of statistics Phds and mathematicians have figured out how long you are expected to live based on all their probing questions.
I do have a follow up question, though. Why whole life instead of term?