To set priority to a task, click on the arrow icon in the middle main panel or hit ! on the keyboard when the task(s) is selected, then select the priority using the up/down arrow key.
Or, you can click on the arrow icon in the right detail panel.
Note: Medium priority (gray arrow) is our default task priority. Only when you hover over the task, you will see the gray arrow. Or else, you will not see an arrow next to the task name.
To set priority to multiple tasks at once, hit Shift and select the tasks, then click on the arrow icon in the menu bar at the bottom.