Here are the instructions from WhatsApp FAQ for both saves and unknown contacts.
"To block a contact that is saved in your phone
2.Tap the Menu Button > Settings > Account > Privacy > Blocked Contacts. This page displays all contacts that you have blocked..
3.Tap the Add in the top right..
4.Select the contact you wish to block from the list.
To block a number that is not saved in your phone
1.Open the chat with the unknown contact..