var cancellationTokenSource = new CancellationTokenSource();
var cancellationToken = cancellationTokenSource.Token;

var task = new Task((state) =>
    {
        int i = 1;
        var myCancellationToken = (CancellationToken)state;
        while(true)
        {
            Console.Write("{0} ", i++);
            Thread.Sleep(1000);
            myCancellationToken.ThrowIfCancellationRequested();
        }
    },
    cancellationToken: cancellationToken,
    state: cancellationToken);

Console.WriteLine("Counting to infinity. Press any key to cancel!");
task.Start();
Console.ReadKey();

cancellationTokenSource.Cancel();
try
{
    task.Wait();
}
catch(AggregateException ex)
{
    ex.Handle(inner => inner is OperationCanceledException);
}

Console.WriteLine($"{Environment.NewLine}You have cancelled! Task status is: {task.Status}");
//Canceled

As an alternative to ThrowIfCancellationRequested, the cancellation request can be detected with IsCancellationRequested and a OperationCanceledException can be thrown manually:

//New task delegate
int i = 1;
var myCancellationToken = (CancellationToken)state;
while(!myCancellationToken.IsCancellationRequested)
{
    Console.Write("{0} ", i++);
    Thread.Sleep(1000);
}
Console.WriteLine($"{Environment.NewLine}Ouch, I have been cancelled!!");
throw new OperationCanceledException(myCancellationToken);

Note how the cancellation token is passed to the task constructor in the cancellationToken parameter. This is needed so that the task transitions to the Canceled state, not to the Faulted state, when ThrowIfCancellationRequested is invoked. Also, for the same reason, the cancellation token is explicitly supplied in the constructor of OperationCanceledException in the second case.