When you click on the task icon in the dashboard menu, the task popup menu will open. If someone has assigned a task to you (read here how you can assign tasks to yourself or to others) you can see a notification number with the task icon (1).
At the top of the task popup screen, you see a small legend showing which color belongs to which priority (2). If there are any tasks assigned to you they'll be shown below the legend (3). There's a small bar in front of the task that shows the priority of the task. If you want to see all the tasks, so also the tasks that are assigned to your colleagues, you can click the 'Task list' button in the top right corner of the popup screen (4).