So in your dashboard you have the issues view, where you can see all issues that are assigned to you across all projects in GitLab.
We are mostly using the weight of an issues to prioritize - however in the dashboard/issues view, there is no way to sort issues by weight, as you can in the regular issues view of a repository.
There is a way to sort by priority and by label priority. However I have no idea what the first one would sort by…