Message Tags
There are two message tags available:
High and Low Importance.

Try This: Create a New Message
Go to Mail->Inbox->New Mail.
Address the E-mail to yourself.
Enter the subject: Message Options.

Try This, Too: Add a Message Tag
Go to the top of the new E-mail message.
Go to Message->More->Set Importance.
Click on High Importance.

Click Send. An E-mail Message tagged with High Importance should arrive in your Inbox.

OK, one more Message icon....

The Computer Mama sez: why would anyone tag a message "Low Importance"? You might as well label it "Don't Bother to Read."

Message->More->Set Importance->High Importance