Currently, we can apply several tags to an issue, we can set it to a milestone, we can assign someone to it, but there is no way to set a priority.
Many issues trackers on others website have this feature, it is very useful and I am surprised that Github issues do not have such option.
Of course, we can use tags.
But this makes the issues list much harder to browse, it decreases readability as it is complicated to differentiate regular tag and priority tag.
Moreover, tags are used to see what kind of issue it is and to give specific additional information about its content. Priority does not really give inherent information about the issue, it is mainly used to manage the problem relatively to the others issues.
I really think that a light priority system should be added to Github issues tracker.