Please first read this question
She sent me messages over whatsapp,
Is those messages are valid in Indian and Canadian courts?
If you show that you received a message through WhatsApp that looks like it was sent by some person, then this is to some degree evidence that the person sent that message. Obviously they can claim that someone used their phone, or that someone forged the message and so on.
The contents of the message may be hearsay. Just because someone sends a message doesn't mean the message is true. On the other hand, if someone sends a message saying "I'll kill you", that's not evidence that they were trying to kill you, but it is evidence that they threatened you.
You can see a number of instances of WhatsApp messages being used as evidence in Canadian courts by searching CanLII for ‘WhatsApp’.
Whatsapp messages are as admissable as messages from any other service, but if you are thinking of admissing Whatsapp messages to a court of law, I would strongly recommend you make a backup of that message. Either through screenshots or some kind of backup function.
This is because in some cases Whatsapp will allow the other person to alter and remove messages even on your device. Even if it doesn't allow for this right now (it currently allows for this in group chats but not one-on-one conversations), there is no telling if a new update won't introduce this functionality. Whatsapp tends to indicate when alterations or deletions from third parties have happened, but it will still be a PITA, if not impossible, to recover the original messages.