Have you ever eaten a popsicle and sucked all the sugar water out of the end, leaving only flavorless white ice behind? Well, I used a similar technique recently in making a batch of Mysost, a whey cheese that tastes a lot like caramel. Mysost is the name for Gjetost, which you are more likely to have heard of, that's been made from cow's milk whey instead of goat's milk whey.
Whey, after sitting outside in subzero temps
The concentrated lactose solution drained off the above frozen whey
When you think of Mysost, think of maple syrup production--a dilute sugar solution, maple sap, is boiled down to concentrate the sugars into a syrup. Whey has about 4% lactose in it. So when you boil it down, you concentrate the lactose sugar. I've often thought about making Mysost from the leftover whey since I have an abundant supply from my cheesemaking endeavors. A couple years ago I was able to trade whey for pork with a local hog farmer, but since then I've just had to dump it into the compost pile. I feel bad about it because whey has a lot of nutrients in it, but there's so much of it and it isn't nearly as tasty as milk to drink straight.