If the chat isn't e2e, you are warned at every moment because the message text box that you type into prominently says "(unencrypted)". You can easily enable e2e for all conversations, and it will soon be the default. The data is on your own homeserver, and no one else has access to keys. Riot/matrix is vastly superior to telegram.

Edit: also, telegram doesn't support e2e encrypted group chats, unlike riot.