You can see at a glance what tasks have been assigned to you from the existing Incident, Problem, Change and Release dashboards.
In the screenshot above, you'll see one of the incidents have 1 task against it, and the orange indicator tells you how many of those tasks are assigned to you.
That said, we do totally acknowledge the fact we need a Tasks dashboard, we very quickly realized this need ourselves after we started using it, and will be implementing something to address this probably some time over the next few development sprints.
Thanks again for the feedback :)