Whispering gallery mode (WGM) resonators are compelling optical devices, however they are nearly unexplored in the terahertz (THz) domain. In this letter, we report on THz WGMs in quartz glass bubble resonators with sub-wavelength wall thickness. An unprecedented study of both the amplitude and phase of THz WGMs is presented. The coherent THz frequency domain measurements are in excellent agreement with a simple analytical model and results from numerical simulations. A high finesse of 9 and a quality (Q) factor exceeding 440 at 0.47 THz are observed. Due to the large evanescent field the high Q-factor THz WGM bubble resonators can be used as a compact, highly sensitive sensor in the intriguing THz frequency range.