Privilege is about comfort. It's about living your life in a zone where you expect others to be conscious of and concerned about your own comfort, while at the same time there are no such expectations placed by others regarding your own behavior.
Much, if not all, of the anger and resentment certain classes and groups feel in America today is about the loss of this privilege... the loss of this feeling that others must take their comfort into consideration at all times, while they need not reciprocate. Just to use one of many, many examples, this is entirely what the so called "War On Christmas" is about. Certain people are only comfortable with one particular type of MidWinter Solstice celebration -- Christmas -- complete with all its odd Druidic and Roman Saturniliaesque rituals and trappings -- and when Midwinter Solstice time rolls around, if any other kind of MidWinter Solstice celebration intrudes on their sensibilities in any way, they are made uncomfortable. It never used to happen -- non-Christians used to just keep their big yaps shut or take a beating for their trouble -- and that's the way they think it still should be. Because they were comfortable with that... and they don't care about anyone else's comfort. Just theirs.
It's important to understand -- nobody has a 'right' to be comfortable. And once you understand that, you will also understand just how utterly noxious and unacceptable any sort of 'privilege' is. An expectation that others will shape their lives in a way that takes your comfort into concern at all times and in every way, that accepts no similar obligation on your own part... this is no part of a mature, civilized culture or society.