instanceof can be used to find the object type in Salesforce Apex.

TYPEOF can be used to find the object type in Salesforce SOQL.

For Task Object with What field:

Apex:

List < Task > listTasks =
[ SELECT Id, Subject,  
    TYPEOF What
    WHEN Opportunity THEN Name, Amount
    END
FROM Task
LIMIT 15 ];

for ( Task objTask : listTasks ) {

    System.debug( objTask.Subject );

    if ( objTask.What instanceof Opportunity ) {
    
        Opportunity objOpportunity = objTask.What;
        System.debug( objOpportunity.Name );
        System.debug( objOpportunity.Amount );
       
    }
    
}

SOQL:

SELECT WhatId 
FROM Task 
WHERE What.Type = 'Opportunity'

For Conversation Entry Object with Conversation field:

Apex:

List < ConversationEntry > listCEs =
[ SELECT Id, ActorName, ActorType, EntryType, Message,  
    TYPEOF Conversation
    WHEN MessagingSession THEN MessagingChannel.DeveloperName, PreviewDetails
    ELSE Name
    END
FROM ConversationEntry
LIMIT 15 ];

for ( ConversationEntry objCE : listCEs ) {

    if ( objCE.Conversation instanceof MessagingSession ) {
    
        MessagingSession objMS = objCE.Conversation;
        System.debug( objMS.MessagingChannel.DeveloperName );
        System.debug( objMS.PreviewDetails );
       
    }
    
}

SOQL:

SELECT MessagingChannel.DeveloperName, PreviewDetails
FROM MessagingSession
WHERE Id IN (
    SELECT ConversationId 
    FROM ConversationEntry 
    WHERE CreatedDate = LAST_N_DAYS:15
)