A first encounter with the concept of "privilege" can be tricky for many people. Part of the power of privilege is its invisibility to those who possess it. It is most obvious to those who do not possess such privilege, to those who in fact are the counter or Other to that privilege... and thus the ones who pay the price.
How might we start to explore and understand the privileges we do possess when they are the air we breathe, the water in which we swim? One is to try to understand the concept without defensiveness, even if we are skeptical at first. We likewise need simply to listen to those who do not share our privilege. Listening can be difficult because if we are really listening, we will hear things that make us uncomfortable. But if we can listen with curiosity, we will learn important things about ourselves and others.
Keep in mind that privilege manifests in many forms: race, gender, sexuality, socio-economic class, ability, age, citizenship status, etc. Moreover, because our identities are multiple, we might possess privilege in certain respects and not others. Using our experiences of non-privilege can give us insight into the privileges do possess and open us more fully to others.
If you are just starting to dig into the concept of privilege as more than a hashtag, here are some quick places to begin.