Elijah's first answer was filled with frustration and anger. He let God have it, so to speak, and the underlying text is "Where were You?" and maybe even "I'm angry with You, God!"
I'd like to think that God appreciated Elijah's honesty. Just as we present a carefully-scripted self to others, I think we often present to God only one aspect of ourselves, rather than our whole self. We put on an act, in other words. But not Elijah, and God responded by sending a series of powerful, natural disasters. Yet if God only appeared in the gentle whisper, why did He send the wind, earthquake and fire?
I used to think that God did it to display His power and to remind Elijah with Whom he was speaking, as if to say, "I could blast you if I wanted, but I won't... at least for now." I don't think that anymore. I think God - in a strange show of compassion - was giving a physical manifestation to the turmoil of emotions that seethed inside Elijah. I think God was entering into Elijah's emotions and validating them, giving Elijah space to voice them completely.
Then came the gentle whisper, and we finally see the real emotions behind Elijah's anger: hurt, fear, rejection. "God, where were You? I did everything You asked!" Elijah finished expressing the intensity of his emotions, the physical world responded in solidarity, and now he cries out in vulnerable humanity, "I'm hurt. I'm afaid. I'm alone."
Only there, in the honesty of a softened and raw heart, do Elijah and God have a meaningful dialogue.