Electronic – What component is this (not a capacitor but looks like it)

An inductor.

Essentially a coil of wire round a ferrite core.

Here's one without the heatshrink around it:

Spehro spotted the OSCON SVP, the other one has:

• a fancy fashionable blue color which looks like Nichicon LF but the markings are wrong
• 1500µV/2.5V points to a polymer cap, to be used on PC motherboard or GPU
• the tiny "crown" on top of the "A" is actually the Nippon Chemi-Con logo

• Markings are very similar to other Nippon ChemiCon polymer caps, so I think we have an identification, but hard to say what series they are though.

"85K" is not a temperature, rather a serial/lot number.

Now, since you say you are a beginner:

If you want to reuse these caps, mind the fact that the ESR will be extremely low, most likely below 0.010 Ohms, so if you use them at the output of a voltage regulator or LDO you need to check its datasheet to be sure the regulator/LDO will be stable with such a low ESR capacitor. LM317 dislikes low ESR caps, for example it can be unstable or oscillate.

Also polymer caps often have very high leakage currents (like 1mA) so not for use in low-power circuits.

On a CPU/GPU you would have a buck DC-DC converter which converts ATX 12V supply into 1-1.2V high current, like 10-100 amps, hence the ultra low ESR, which does not make "better" caps, just specialized for this use. The OSCON is 16V so it would be on the 12V input, the blue one is 2.5V so it would be on the output, along with tons of ceramics.