The problem with explaining privilege (be it racial privilege or gender privilege, or any other kind of privilege) is explaining it in a way that both communicates the complete frustration felt by those without privilege while getting those with the privilege to really listen.
The thing is, we cannot help existing with the privilege we have. Those of us with privilege (I’m a white cis hetero woman (i.e my inside gender is the same as the gender I present). I experience not having privilege in terms of my gender, but not in terms of my race or sexual preferences. If you really want to know what privilege is about, read this article and look around you..