I want to file a utility patent, I've read that by filing it in my country I will only be able to enforce it inside the national limits.
However will other entities outside my country be able to file my same patent? Will I have priority to file it?
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To add to the previous answer of Dr. Falken with respect to the question whether others could file a patent application for the same invention in countries where you have not filed yourself the following should be noted. First of all your application will normally only publish 18 months after your filing (or, if applicable, your priority date). As Dr. Falken already has mentioned, you are only entitled to file abroad and claim priority if you file within one year from your original filing date (=priority date). At that time your application(s) have not yet published and will not form prior art. Hence up and until the publication of your patent application(s) anybody, including you, may file a patent application on the same invention. If this is done in a different jurisdiction as where you filed your application(s), these unpublished applications will not be deemed to be prior art.
Thus yes, anybody may file an application for the same invention in countries where you have not filed an application. If they do that before your applications publish and before any other pertinent prior art has become available they will be able to obtain a patent right for those countries.
Obtaining a patent in any given jurisdiction (US / EU / Japan etc.) will only secure you rights within the geographical limits of that jurisdiction. It has no immediate effect whatsoever anywhere else.
However, a patent application filed in one place can be claimed as priority for an application elsewhere. For instance, you could file in the US and then claim that US application - with its filing date - as priority for a subsequent application in the EU. However, this is only possible within 12 months of the original filing date. (You can get a longer waiting period between original filing and priority claim by going the PCT route, which however does not directly secure you any rights anywhere.)
Another, more subtle effect of a national filing is that the published application will quickly enter patent literature databases worldwide (18 months after filing). It can then be easily found by most patent offices in prior art searches, and can thus prevent others from obtaining a patent on the same invention - everywhere, not only in the place of original filing.