We are given an image:
The left hand cone is $x=\sqrt{y^2+z^2}$, and right hand parabola is $x=6-y^2-z^2$

I see that I can fix $x$. $\sqrt{y^2+z^2}\leq x \leq 6-y^2-z^2$
Should I use cylindrical or spherical coordinates here? Or none? It is not obvious to me if I should be or not. Because the projection on the $yz$ plane has square roots in it, and so I think I'm supposed to be using cylindrical or spherical.
Use a triple integral
Intuition tells you to use cylindrical coordinates, as both surfaces relate $x$ to $y^2+z^2$. So the set up is
$$ x = x, \ y = r\cos \phi, \ z = r\sin\phi $$
Then your problem reduces to $$ r < x < 6-r^2, \ 0 < r < 2, \ 0 < \phi < 2\pi $$
Then you can place the integral limits as above.
The only non-trivial limit is the upper bound for the radius. This requires you to find the intersection curve (a circle) $$ r - (6-r^2) = (r-2)(r+3) = 0 $$
Since $r > 0$, we deduce that the intersection must be $r=2$