I do not see Task/Activity/Event as an option for a Lookup on my custom Lookup on the Case object. I know Tasks are treated differently than other object but I cannot find any documentation stating that it is impossible. Can someone confirm that is it not possible or let me know how to do it?
The Task object has a
WhatId field (label "Related To") that can be set to the ID of any type of object. This allows zero to many Tasks to be associated with an object, with those Tasks presented as a related list in the object detail page. This is the normal way to relate a Task to some other object: a field on an object that is a lookup to a Task is not supported.