Are there properties "intrinsic"* to primes that set them apart?
Example 1: The fields $\mathbb{F}_p$ do not all have the same structure. If $p=1 \mod 4$ is a prime then there is a number $1<x<p$ where $x^{-1}=-x\mod p$, i.e. in the field $\mathbb{F}_p$, its multiplicative inverse is also its additive inverse. Moreover, this happens always and only when $p=1\mod 4$ and not when $p=3\mod 4$. Thus the odd primes are neatly divided into two classes with distinctly different properties.
Example 2: The fields $\mathbb{F}_p$ yield good expander graphs, but some are better than others. For a prime $p$, construct an undirected graph on the vertices $\{0,1,\ldots,p-1\}$ as follows: node $n$ is connected to $n-1,n+1$ and $n^{-1}\mod p$. Let $\lambda_p$ be the spectral gap of the graph thus obtained (the difference between the two largest eigenvalues of the adjacency matrix). It follows from Selberg's 3/16 theorem that the resulting graph is a Ramanujan graph: it has an almost maximal spectral gap, hence these graphs are good expanders, and their diameter will be very small: only $\mathcal{O}(\log p)$. But some primes yield better expanders than others. I'm looking at a plot for the spectral gaps of primes up to 727, and there are no discernable local trends, although it looks like the spectral gap might converge to the expected value of $3-\sqrt{8}$.
Are there more examples that show that not all primes are equal? This question is born of curiosity, so feel free to bring surprising results from any area of mathematics!
*Of course there are twin primes, Sophie Germain primes and Mersenne primes, but these labels only show where a prime is located with respect to other numbers. For the purposes of this question, I am interested in properties "intrinsic" to a prime that set it apart from other primes.