The agent will communicate with the execution server which responds to it first.
If the agent is configured to use more than one execution server it will have multiple supernode entries in its conf/nimi_config.xml file as shown below.
The order in which the supernode entries are listed does not effect which execution server the agent communicates with. The agent will actually communicate with the execution server which responds to it first. Once the agent chooses the execution server to communicate with, it will communicate only with that execution server until it loses communication with it. At that point it will choose a new execution server to use from the list of executions servers configured in conf/nimi_config.xml.
You can also check which execution servers an agent is connected to within Automation Studio, under Agent Management in the Administration tab. Right click on the agent and click on "Change Execution Server of the selected agents". This will open the list of execution servers the agent is connected to as shown in the screenshot below. The order the execution servers are listed here also does not effect which one the agent chooses to communicate with first.