How to change the priority of an issue

Enable a default priority

Set _Issue > Priority_ to be a default priority for issues created by email

Enable a default priority via Project Mappings

Within a Profile, you can create Project Mappings for a target project. Each Project Mapping can have a default priority that overrides the global Profile default.
Within a Project Mapping, Rules are used to match an incoming message to that Mapping, eg sender address matches .*@faraway.com, priority can also be set at the Rule level, which overrides the parent Project Mapping default.

Enable email 'priority' to map to a JIRA priority

Set _Issue > Use Mail XHeader Priority_ : *ON*, then, an X-Priority header in the email of would be mapped based on % across the range of priorities that exist in JIRA

Users can set the priority of issues using Directives

Requires a Field Processor type to be enabled, Directives to be enabled (eg just for create), and optionally, for a given directive to be whitelisted, eg priority. Then, for example, if the Subject Based Field Processor was enabled, a user could send an email with subject: This is important #priority=blocker