Hope is the denial of reality. It is the carrot dangled before the draft horse to keep him plodding along in a vain attempt to reach it. We should remove the carrot and walk forward with our eyes open. -- Raistlin Majere
Yeah, octopi are awesome, the most intelligent of all invertebrates. Don't knock cephlapods. I don't know if they're as cool as whales, but they're pretty cool.
Now, if it had been a slug or an earthworm, then you would have cause to be upset.
Another reason why I chose it is because I actually have several INTJ friends who feel a connection with octopi. Along the lines of: if they were the sorts of people to believe in "spirit animals", they'd say the octopus was their spirit animal. I get the impression that they connect with the octopus for the reasons I mentioned, plus the fact that octopi seem a bit misunderstood -- somehow seen as menacing, when they have a heart of gold.
I, on the other hand, connect with the killer whale, which is why I chose it for ESTJs.