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You can configure them on the request type directly.
Access the Service Desk Project, go into "Request Types", click on "Edit Fields" and then "Add Field". On this page, add the priority field.
If you don't want this to be seen on the Create Issue action of the customer portal, just remove it from the Create Issue screen of the project (but leave it on the View Issue screen)
You can display it in the create screen however users cannot see in the portal past that point.