I have a penny whistle in D, and I was wondering how to finger F natural?

F natural is whats known as a semi-tone note, you need to cover about half of the 5th hole on the whistle. It may be difficult to achieve at the start but practice makes perfect. There are 4 semi-tones altogher where you have to cover half a hole. See below:

F = X X X X / o
D# = X X X X X /
G# = X X / o o o
A# = X / o o o o

(/ is where you cover half the hole)