Ajay is a developer

IsNot Null or IsNotEmpty

To check if a value is not null

customEvents
| where  isnotnull(customDimensions['conversationId']

For string values the better approach is to use the isnotempty operator

customEvents
| where  isnotnull(customDimensions['text']

For nested objects

customEvents
| where customDimensions['SerializedData']