I heard when choosing a protein shake it must be Whey protein. Has anyone else heard that too?

Yes that's standard. Whey is a fast absorbing high quality protein. That's best for maintaining the muscle you have while on a reduced calories.

Whey is definitely the best option and what is recommended, but I have heard some people who couldn't handle whey have used some others but you would have to talk to your surgeon or nut to know which other kinds to try.