When you start learning TypeScript, you will come across two types - "any" and "unknown"

any - The any type allows us to assign literally “any” particular value to that variable, simulating what we know as plain JavaScript.

unknown - The unknown type is the type-safe counterpart of any. Anything is assignable to unknown, but unknown isn't assignable to anything but itself and any without a type assertion or a control flow based narrowing.

Let's understand with an example.

let age: number;
let userAge: any;

userAge = 'This is some age';
userAge = 20;

age = userAge;

This code works! 🎉
Type of userAge is any so it can be assigned any value - string, number etc.

let age: number;
let userAge: unknown;

userAge = 'This is some age';
userAge = 20;

age = userAge;

The statement age=userAge gives an error.
The type is unknown so what is the problem here?
To assign an unknown value to a value with a fixed type, we have to do some quick type check!

let age: number;
let userAge: unknown;

userAge = 'This is some age';
userAge = 20;

if(typeof userAge === 'number') {
  age = userAge;
}

And now this works too! 🎉

When to use what?

You shouldn't use either of them. But if you really have to then unknown is a better choice if you know what you want to do with that value eventually.
I don't recommend using any - it takes away the actual essence of TypeScript!