I want to select *, and not have to type out all individual columns, but I also want to include a custom column with a case statement. I tried the following:
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As IronGoofy says, add the table alias.
On a different note be aware that there is a handy searched case syntax that would be suitable for your situation:
select t.*, case PRI_VAL when 1 then 'High' when 2 then 'Med' when 3 then 'Low' end as PRIORITY from MYTABLE t;