should I learn the third octave?
The Clarke Tin Whistle book has a little section on it and states that it can be useful outdoors or in noisy situations.
Do you play in the third octave?
No and no, respectively. But that’s just me.
If you want, but my (very limited) experience suggests your time might be better spent elsewhere.
I recently found the first tune where I wanted to play one note into the third octave - the third ‘d’. (Is that technically the third octave?). I have seen ecstatic reviewers raving about the ease of reaching notes in the third octave, but have never heard a recording that convinced me that this is a musically useful achievement. I would be happy to be proved wrong, though.
For calling rescuers when you’re buried in an avalanche, maybe. Make sure to stuff your ears with snow first.
Yes. But rarely above the E (which I regard as a genuinely useful note) in tunes.
That depends upon the level of importance you put upon friends and family remaining a willing part of your life. 
Third octave E is a very useful note. Above that not so much.
… I use third octave e and f#. The e is very handy to have around. The F# doesn’t get a lot of use but it does get used… If you really want to learn the third octave, get a good fife and move to the middle of nowhere
Be well
jim
I tried the 3rd octave a few times. It really cut down on the mice trying to get in the house and get warm this winter. My neighbors’ male cats were walking funny too. It could have all been a coincidence though.
yer in Alaska, I’m not…go for it
and signaling the neighbors that are over 1/2 a mile away
yes, but I play flute not whistle
Haha, thanks for the answers guys.
I tried to go in the third octave the other day in fact. It did not fare well with my family. They actually enjoy listening to me practice and my dad keeps telling me to learn Rocky Road to Dublin and Mountain Dew. (He’s a Clancy Brothers fan.) But when I went into that third octave my family definitely covered their ears.
So thanks for the advice guys! I do go to that third D sometimes when I’m doing scales but that’s where I stop sounding passable. 
Right now I am actually practicing the ornamentation and so I’m not so worried about the octaves. I have to check my breath sometimes when switching octaves but right now I’m having trouble incorporating cuts and strikes. I love the way they sound but my brain doesn’t always connect with my fingers that way. 
So I’ll forget about the third octave for now and focus on really banging out some nice cuts and strikes.
I play the third octave only if I’m playing a low whistle of some kind, or on flute. A lot of flute players nowadays use the third octave at least to the E, and sometimes as far up as the G and A, like Mike McGoldrick, Kevin Crawford, and the like… Usually just as an effect for the band situation when it’s really driving.
I would almost never play that high on a standard D whistle, unless I wanted to be alone forever… (especially since my D whistle is a Chieftain)
So, I think it’s nice sometimes on flute and low whistle, but aside from that, there’s not too much use for it. A few tunes use notes that high, such as the Contradiction reel, but again I would just play the flute. It is fun to mess about with on your own though, it can really challenge your embouchure and whatnot… A few times I’ve managed to play a B and even a C up in the third octave (though I guess that would almost be the fourth?).
I’ve got a friend who started finding all the third and fourth octave notes on whistle though, mainly just out of spite I think
I use that third D frequently, but that’s about it. I can get the third E, but it’s not a pretty note and I can’t think of any tunes that need it.
It just came to mind that in the Lochaber Badger, I sometimes move the whole thing up one octave, so that uses the high D. And I think Carolan’s Farewell to Music is another I play that uses it (but I prefer to play that on alto recorder for the smoother top register). [edit: no, I’m wrong, it only goes up to high Cnat on D whistle] There may be others. I don’t think I’ve ever gone beyond that musically, though.