What is urgent data?

The man page epoll_ctl () talks about EPOLLPRI :

There is urgent data to read (2) operations.

How exactly is β€œurgent data” defined and who decides which data takes precedence?

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TCP has a function for sending out-of-band data, also called urgent data. Typically, data in TCP is flow-based; that is, the receiver reads the data in the same order that the sender wrote the data. The sender may decide to send urgent data that may pass the stream.

However, it has several implementation tasks and very, very few protocols or programs use it ( telnet is the only one that I know of). In fact, this is a relic and is not used in modern programs.

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A TCP packet may contain data marked as "urgent." This is OOB data, separate from the normal data stream. See, for example, a wikipedia article about this. As noted in the article, it is not often used, implementations vary, and relying on it is likely to be stupid.

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