@jlo2: You can use the $expand function to get Tags, Speakers (on Sessions) and Authors (on Entries). If you are doing the expand and the Speakers or Tags collections are still empty, that means they don't have any. Level should be coming in on every Session if there are any, otherwise it should be null. It doesn't look like we have Day in the odata API currently but I can look at adding that. Captions will appear only when you are accessing the Entry or Session directly (the collection will be null in a list of Entries or Sessions). I'll look into Comments. Sessions and Entries have a property called CommentCount on them but expanding on Comments doesn't seem to work. I don't currently use Comments in any of the apps I've been working on so I'm not sure if the API supports that yet.
Session using $expand on Tags (notice Captions also appear)
Session using $expand on Tags and Speakers
Entry using $expand on Tags and Authors