Mention in the Any documentation how object is preferable (#19103)

This implements a suggestion in
#9153 (comment),
which I thought was a good idea.

---------

Co-authored-by: Shantanu <[email protected]>

Author: wyattscarpenter

docs/source/dynamic_typing.rst

@@ -1,6 +1,5 @@
 .. _dynamic-typing:
 
-
 Dynamically typed code
 ======================
 
@@ -94,6 +93,8 @@ third party libraries that mypy does not know about. This is particularly the ca
 when using the :option:`--ignore-missing-imports <mypy --ignore-missing-imports>`
 flag. See :ref:`fix-missing-imports` for more information about this.
 
+.. _any-vs-object:
+
 Any vs. object
 --------------
 

docs/source/kinds_of_types.rst

@@ -41,6 +41,11 @@ operations are permitted on the value, and the operations are only checked
 at runtime. You can use ``Any`` as an "escape hatch" when you can't use
 a more precise type for some reason.
 
+This should not be confused with the
+:py:class:`object` type, which represents the set of all values.
+Unlike ``object``, ``Any`` introduces type unsafety — see
+:ref:`any-vs-object` for more.
+
 ``Any`` is compatible with every other type, and vice versa. You can freely
 assign a value of type ``Any`` to a variable with a more precise type: