Most cocktails are shaken with ice in a cocktail shaker. But in a whiskey sour with egg white, you'll do what's called a Dry Shake. That means you'll shake the ingredients first without ice. Then you'll add the ice and shake again.
Where to buy simple syrup. You can buy a pre-made bottle of simple syrup in the liquor department of your local grocery store or at any liquor store. It's crazy easy to make simple syrup, and whipping up a batch at home is WAY cheaper than buying it at the store. If you can boil water, you can make this recipe.