Hi Jon and Kris, 
May isn’t the best time to see whales off the coast of Dominical. There are two different Pacific migrations for Humpbacks in Costa Rica: August until early November and December through March. A boat ride off the coast is really beautiful though and you can often see dolphins and sometimes other types of whales. 

As for other activities near Dominical, you can read about good spots for hiking in our post about the Costa Ballena. There is also a spectacular waterfall nearby called the Nauyaca that is a must see! Near San Isidro del General you might want to explore Cloud Bridge Nature Reserve, which is on the edge of the cloud forest and a very different environment from the beach. San Isidro also has a gigantic farmers market on Thursdays which is fun to explore. It’s located a few blocks north and east of the soccer stadium. Hope that gives you some ideas, have a great trip!