It would be super helpful to be able to set the priority for a new reminder either while inserting it into a note or from the quick reminder dialog. I use prioritization a lot when managing my tasks outside of Agenda in both Reminders and GoodTask, and often I know what priority a task should be when adding it in a meeting or other instance where I have Agenda open, so it would skip me having to use another app to finish the job.
Prioritization isn’t something that I think is entirely necessary to see in the sidebar, but that wouldn’t hurt either, maybe with the option to toggle on or off so those that don’t want the extra clutter can leave it off.