From the fan box in ceiling I have (2) sets of wires.
Black/White/Ground and Black/White/Ground. On the old fan, I know that
one of the black wires were connected to the Blue and Black wire on the
fan. I know that the other black wire was connected to the white wire
on the fan. What I dont know is where the other white wires connect to

You have only one switch so the fan is switched but the light is not (you
have to use the chain on the fan for the light)
Connect the two black together along with the blue and the black from the
fan using a wirenut
Connect two white wires with the white from the fan with a wirenut.
Connect the 2 ground wires by twisting them together, twist them around the
ground screw in the ceiling box, then and wirenut them to the fan ground
wire.

That should do it.