We always hear about how big ancient sharks, alligators, birds were. What was the advantage of being such a massive size and what caused them to become smaller? To my understanding its best to be smaller because of the square-cube law, then why are there exceptions like whales?
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There were plenty of smaller versions, too, but you don’t hear about them nearly as much because “this prehistoric bird was about as big as a modern bird” is not particularly interesting.
The advantage of size in animals is pretty self-evident: if you’re a predator you can more easily overwhelm smaller creatures, if you’re prey most predators won’t screw with something that has an advantage in bulk. Of course, as you point out, this has limits due to increased energy requirements and inefficiency in the relationship between surface area and volume, etc, so size doesn’t continue increasing forever.
“What caused them to become smaller” is a broad question depending on when you’re asking about and we can only really speculate. Ancient arthropods being huge is probably related to higher oxygen concentration and temperature in the atmosphere during periods like the Carboniferous. Relatively recent megafauna like mammoths and giant sloths probably went extinct through a combination of climate changes and overhunting as early homo sapiens spread across the world, but to what degree each mattered is heavily debated.
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