I agree, and I started implemented this by adding a "Me" to the top of the list. But I think it's better just to move the current user to the top of the list instead of inserting a new entry. That makes it easy to filter for "me" and also solves two issues:
"Me" gets converted into the actual username (e.g. "Admin") when the page refreshes
There are no duplicates in the list (or you don't have to remove duplicates "Me" and "Admin").
So you think it's a good idea to add a filter to the issues in which the user participates ?
Maybe in sort selector ? For place these issues in top of list.
I submitted a MR for this: !505 (merged). Take a look at the screenshots.
I debated whether the current user should be at the true top, above "Any" and "Unassigned", but visually I thought it was fine underneath those two categories. What do you think, @DouweM?